Details about Shih-Ti Yu

Access statistics for papers by Shih-Ti Yu.

Last updated 2023-04-08. Update your information in the RePEc Author Service.

Short-id: pyu161

Working Papers

2014

1. Recent Developments in Quantitative Finance: An Overview
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2014) View citations (1) (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

2017

2. 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)

2016

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

2015

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

2014

6. 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)
7. RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW
   Annals of Financial Economics (AFE), 2014, 09, (02), 1-7 View citations (1)
   See also Working Paper Recent Developments in Quantitative Finance: An Overview, MPRA Paper (2014) View citations (1) (2014)
8. Remuneration Committee, Board Independence and Top Executive Compensation
   JRFM, 2014, 7, (2), 1-17 View citations (2)
9. 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)
10. 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)

2013

11. Does crude oil price play an important role in explaining stock return behavior?
    Energy Economics, 2013, 39, (C), 159-168 View citations (54)
12. 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
13. 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
14. 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)

2012

15. 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)

2001

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

2000

17. Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies
    Computational Economics, 2000, 15, (3), 173-199 View citations (26)

1996

18. On the choice between sample selection and two-part models
    Journal of Econometrics, 1996, 72, (1-2), 197-229 View citations (264)