Details about Alex YiHou Huang

Access statistics for papers by Alex YiHou Huang.

Last updated 2025-02-09. Update your information in the RePEc Author Service.

Short-id: phu731

Journal Articles

2024

1. A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns
   Journal of Behavioral Finance, 2024, 25, (1), 30-45
2. Book-to-market effect and product life cycle
   Review of Quantitative Finance and Accounting, 2024, 63, (2), 551-577
3. Mechanisms of overpricing: An investigation on momentum crashes
   International Review of Economics & Finance, 2024, 89, (PA), 118-142
4. On the resilience of US ESG stocks: Evidences from the COVID-19 market crashes
   Economics Letters, 2024, 235, (C) View citations (2)

2023

5. Recap of the 31st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2023, 26, (04), 1-23

2021

6. Asymmetrical impacts from overnight returns on stock returns
   Review of Quantitative Finance and Accounting, 2021, 56, (3), 849-889 View citations (4)

2019

7. Investor Attention and Stock Price Movement
   Journal of Behavioral Finance, 2019, 20, (3), 294-303 View citations (3)

2016

8. Impacts of implied volatility on stock price realized jumps
   Economic Systems, 2016, 40, (4), 622-630 View citations (1)

2015

9. Value at risk estimation by threshold stochastic volatility model
   Applied Economics, 2015, 47, (45), 4884-4900 View citations (6)

2013

10. Information risk and credit contagion
    Finance Research Letters, 2013, 10, (3), 116-123 View citations (5)

2012

11. Asymmetric dynamics of stock price continuation
    Journal of Banking & Finance, 2012, 36, (6), 1839-1855 View citations (6)
12. Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence
    Journal of Economics and Management, 2012, 8, (2), 221-258 View citations (2)
13. Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1497-1508 View citations (3)
14. Volatility forecasting by quantile regression
    Applied Economics, 2012, 44, (4), 423-433 View citations (2)

2011

15. Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets
    Journal of Emerging Market Finance, 2011, 10, (2), 197-225 View citations (7)
16. Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence
    Economics Bulletin, 2011, 31, (3), 2434-2443 View citations (6)
17. The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan
    Emerging Markets Finance and Trade, 2011, 47, (2), 74-98 View citations (3)
18. Volatility forecasting in emerging markets with application of stochastic volatility model
    Applied Financial Economics, 2011, 21, (9), 665-681
19. Volatility forecasting of exchange rate by quantile regression
    International Review of Economics & Finance, 2011, 20, (4), 591-606 View citations (11)

2010

20. An optimization process in Value-at-Risk estimation
    Review of Financial Economics, 2010, 19, (3), 109-116 View citations (4)
    Also in Review of Financial Economics, 2010, 19, (3), 109-116 (2010) View citations (1)

2009

21. A value-at-risk approach with kernel estimator
    Applied Financial Economics, 2009, 19, (5), 379-395 View citations (6)

Chapters

2024

1. Return Volatility, Skewness, and Momentum Effects
   Chapter 67 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 2121-2150