Details about Sheng-Yung Yang

Access statistics for papers by Sheng-Yung Yang.

Last updated 2015-10-19. Update your information in the RePEc Author Service.

Short-id: pya127

Journal Articles

2015

1. Does institutional short-termism matter with managerial myopia?
   Journal of Business Research, 2015, 68, (4), 845-850 View citations (12)
2. Dynamic stock–bond return correlations and financial market uncertainty
   Review of Quantitative Finance and Accounting, 2015, 45, (1), 59-88 View citations (19)

2013

3. Information transmission between sovereign debt CDS and other financial factors – The case of Latin America
   The North American Journal of Economics and Finance, 2013, 26, (C), 586-601 View citations (19)
4. Valuation of double trigger catastrophe options with counterparty risk
   The North American Journal of Economics and Finance, 2013, 25, (C), 226-242 View citations (16)

2011

5. An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings
   International Review of Economics & Finance, 2011, 20, (3), 376-387

2008

6. Merger drivers and the change of bidder shareholders' wealth
   The Service Industries Journal, 2008, 30, (6), 851-871

2007

7. Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities
   Applied Financial Economics, 2007, 17, (10), 837-853 View citations (5)

2005

8. International Asset Excess Returns and Multivariate Conditional Volatilities
   Review of Quantitative Finance and Accounting, 2005, 24, (3), 295-312 View citations (1)
9. Return and Volatility Intra-Day Transmission of Dually-Traded Stocks: The Cases of Taiwan, Korea, Hong Kong, and Singapore
   Journal of Economics and Management, 2005, 1, (2), 119-141 View citations (3)

2004

10. Foreign exchange risk, world diversification and Taiwanese ADRs
    Applied Economics Letters, 2004, 11, (12), 755-758 View citations (4)
11. Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries
    International Journal of Business and Economics, 2004, 3, (2), 139-153 View citations (87)