Publications
2023
Order book price impact in the Chinese soybean futures market
Jin, M., Kearney, F., Li, Y., & Yang, Y. C. (2023). Order book price impact in the Chinese soybean futures market. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 28(1), 606-625. doi:10.1002/ijfe.2439
2021
Constraints on “Doing Good”: Financial constraints and corporate social responsibility
Leong, C. K., & Yang, Y. C. (2021). Constraints on “Doing Good”: Financial constraints and corporate social responsibility. Finance Research Letters, 40, 101694. doi:10.1016/j.frl.2020.101694
2020
Market competition and firms' social performance
Leong, C. K., & Yang, Y. C. (2020). Market competition and firms' social performance. Economic Modelling, 91, 601-612. doi:10.1016/j.econmod.2019.12.002
Intraday time-series momentum: Evidence from China
Jin, M., Kearney, F., Li, Y., & Yang, Y. C. (2020). Intraday time-series momentum: Evidence from China. JOURNAL OF FUTURES MARKETS, 40(4), 632-650. doi:10.1002/fut.22084
Is information risk priced? Evidence from abnormal idiosyncratic volatility
Yang, Y. C., Zhang, B., & Zhang, C. (2020). Is information risk priced? Evidence from abnormal idiosyncratic volatility. Journal of Financial Economics, 135(2), 528-554. doi:10.1016/j.jfineco.2019.06.013
Does Corporate Social Responsibility Facilitate Public Debt Financing?
Chang, X., Xu, B., & Yang, Y. C. (2020). Does Corporate Social Responsibility Facilitate Public Debt Financing?. Nanyang Business School Research Paper, (24).
2019
Did long-memory of liquidity signal the European sovereign debt crisis?
Sun, Z., Hamill, P. A., Li, Y., Yang, Y. C., & Vigne, S. A. (2019). Did long-memory of liquidity signal the European sovereign debt crisis?. Annals of Operations Research, 282(1-2), 355-377. doi:10.1007/s10479-018-2850-y
Does Corporate Social Responsibility Facilitate Public Debt Financing?
2018
Price discovery in the Chinese gold market
Jin, M., Li, Y., Wang, J., & Yang, Y. C. (2018). Price discovery in the Chinese gold market. JOURNAL OF FUTURES MARKETS, 38(10), 1262-1281. doi:10.1002/fut.21938
2015
Trading costs on the Stock Exchange of Thailand
Jenwittayaroje, N., Charoenwong, C., Ding, D. K., & Yang, Y. C. (2015). Trading costs on the Stock Exchange of Thailand. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 41, 31-40. doi:10.1016/j.irfa.2015.05.008
2014
Asset Liquidity and Stock Liquidity: International Evidence
Charoenwong, C., Chong, B. S., & Yang, Y. C. (2014). Asset Liquidity and Stock Liquidity: International Evidence. Journal of Business Finance & Accounting, 41(3-4), 435-468. doi:10.1111/jbfa.12052
2013
Liquidity and Crises in Asian Equity Markets
Charoenwong, C., Ding, D. K., & Yang, Y. C. (2013). Liquidity and Crises in Asian Equity Markets. In Unknown Book (pp. 407-424). Wiley. doi:10.1002/9781118681145.ch22