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Details about Shih-Ti Yu

Workplace:Department of Quantitative Finance, National Tsing Hua University, (more information at EDIRC)

Access statistics for papers by Shih-Ti Yu.

Last updated 2020-07-05. Update your information in the RePEc Author Service.

Short-id: pyu161


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Working Papers

2014

  1. Recent Developments in Quantitative Finance: An Overview
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Annals of Financial Economics (AFE) (2014)

Journal Articles

2020

  1. 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 Downloads

2017

  1. 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 Downloads View citations (1)

2016

  1. Investor perception of managerial discretion in valuing stock options: an empirical examination
    Review of Quantitative Finance and Accounting, 2016, 47, (3), 733-773 Downloads

2015

  1. 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 Downloads View citations (1)
  2. Trickle-Down Technology and Screening of a Durable Goods Monopolist
    Journal of Reviews on Global Economics, 2015, 4, 69-75 Downloads

2014

  1. AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL
    Annals of Financial Economics (AFE), 2014, 09, (01), 1-24 Downloads View citations (1)
  2. RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW
    Annals of Financial Economics (AFE), 2014, 09, (02), 1-7 Downloads View citations (1)
    See also Working Paper (2014)
  3. Remuneration Committee, Board Independence and Top Executive Compensation
    Journal of Risk and Financial Management, 2014, 7, (2), 1-17 Downloads View citations (1)
  4. 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 Downloads
  5. USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES
    Annals of Financial Economics (AFE), 2014, 09, (02), 1-13 Downloads

2013

  1. Does crude oil price play an important role in explaining stock return behavior?
    Energy Economics, 2013, 39, (C), 159-168 Downloads View citations (31)
  2. 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 Downloads
  3. 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 Downloads
  4. 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 Downloads View citations (7)

2012

  1. Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions
    Japan and the World Economy, 2012, 24, (4), 274-282 Downloads View citations (3)

2001

  1. The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
    Empirical Economics, 2001, 26, (4), 721-726 Downloads View citations (8)

2000

  1. Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies
    Computational Economics, 2000, 15, (3), 173-199 Downloads View citations (21)

1996

  1. On the choice between sample selection and two-part models
    Journal of Econometrics, 1996, 72, (1-2), 197-229 Downloads View citations (192)
 
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