Details about Yen-Cheng Chang

Access statistics for papers by Yen-Cheng Chang.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pch1379

Working Papers

2020

1. Do corporate disclosures constrain strategic analyst behavior?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Do Corporate Disclosures Constrain Strategic Analyst Behavior?, The Review of Financial Studies, Society for Financial Studies (2023) View citations (3) (2023)
2. Testing Disagreement Models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Testing Disagreement Models, Journal of Finance, American Finance Association (2022) View citations (10) (2022)

2013

3. Regression Discontinuity and the Price Effects of Stock Market Indexing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
   See also Journal Article Regression Discontinuity and the Price Effects of Stock Market Indexing, The Review of Financial Studies, Society for Financial Studies (2015) View citations (78) (2015)

Journal Articles

2023

1. Do Corporate Disclosures Constrain Strategic Analyst Behavior?
   The Review of Financial Studies, 2023, 36, (8), 3163-3212 View citations (3)
   See also Working Paper Do corporate disclosures constrain strategic analyst behavior?, CEPR Discussion Papers (2020) View citations (1) (2020)

2022

2. Can stock message board sentiment predict future returns? Local versus nonlocal posts
   Journal of Behavioral and Experimental Finance, 2022, 34, (C) View citations (2)
3. Testing Disagreement Models
   Journal of Finance, 2022, 77, (4), 2239-2285 View citations (10)
   See also Working Paper Testing Disagreement Models, CEPR Discussion Papers (2020) (2020)

2019

4. Jump variance risk: Evidence from option valuation and stock returns
   Journal of Futures Markets, 2019, 39, (7), 890-915 View citations (4)

2015

5. Information environment and investor behavior
   Journal of Banking & Finance, 2015, 59, (C), 250-264 View citations (6)
6. Regression Discontinuity and the Price Effects of Stock Market Indexing
   The Review of Financial Studies, 2015, 28, (1), 212-246 View citations (78)
   See also Working Paper Regression Discontinuity and the Price Effects of Stock Market Indexing, NBER Working Papers (2013) View citations (43) (2013)