Details about Shih-Ti Yu
Access statistics for papers by Shih-Ti Yu.
Last updated 2022-04-30. Update your information in the RePEc Author Service.
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- Recent Developments in Quantitative Finance: An Overview
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Annals of Financial Economics (AFE) (2014)
- Adoption of performance-vested equity incentives under investor pressure: window dressing or taking the window of opportunity?
Review of Quantitative Finance and Accounting, 2020, 54, (2), 565-587
- An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern
Quantitative Finance, 2017, 17, (8), 1223-1241 View citations (1)
- Investor perception of managerial discretion in valuing stock options: an empirical examination
Review of Quantitative Finance and Accounting, 2016, 47, (3), 733-773
- Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
International Review of Economics & Finance, 2015, 40, (C), 160-173 View citations (1)
- Trickle-Down Technology and Screening of a Durable Goods Monopolist
Journal of Reviews on Global Economics, 2015, 4, 69-75
- AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL
Annals of Financial Economics (AFE), 2014, 09, (01), 1-24 View citations (1)
- RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW
Annals of Financial Economics (AFE), 2014, 09, (02), 1-7 View citations (1)
See also Working Paper (2014)
- Remuneration Committee, Board Independence and Top Executive Compensation
JRFM, 2014, 7, (2), 1-17 View citations (2)
- THE EFFECTS OF FIRM CHARACTERISTICS AND RECOGNITION POLICY ON EMPLOYEE STOCK OPTIONS PRICES AFTER CONTROLLING FOR SELF-SELECTION
Annals of Financial Economics (AFE), 2014, 09, (02), 1-30 View citations (1)
- USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES
Annals of Financial Economics (AFE), 2014, 09, (02), 1-13 View citations (2)
- Does crude oil price play an important role in explaining stock return behavior?
Energy Economics, 2013, 39, (C), 159-168 View citations (46)
- Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance
Review of Quantitative Finance and Accounting, 2013, 40, (2), 189-215
- Policy evaluation of rural labor force training program: Evidence from autonomous minority nationality areas in Southwestern frontier region of China
The Empirical Econometrics and Quantitative Economics Letters, 2013, 2, (3), 27 - 36
- The non-uniform pricing effect of employee stock options using quantile regression
The North American Journal of Economics and Finance, 2013, 26, (C), 400-415 View citations (10)
- Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions
Japan and the World Economy, 2012, 24, (4), 274-282 View citations (6)
- The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Empirical Economics, 2001, 26, (4), 721-726 View citations (8)
- Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies
Computational Economics, 2000, 15, (3), 173-199 View citations (26)
- On the choice between sample selection and two-part models
Journal of Econometrics, 1996, 72, (1-2), 197-229 View citations (250)
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