Details about Hai-Chin Yu

Access statistics for papers by Hai-Chin Yu.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pyu28

Working Papers

2005

1. How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York
   Finance, University Library of Munich, Germany
2. Phase Distribution and Phase Correlation of Financial Time Series
   Finance, University Library of Munich, Germany

2003

3. Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong
   Econometrics, University Library of Munich, Germany

Journal Articles

2015

1. The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective
   Review of Quantitative Finance and Accounting, 2015, 44, (2), 353-378 View citations (15)

2012

2. Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach
   The Quarterly Review of Economics and Finance, 2012, 52, (3), 286-297 View citations (3)

2009

3. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data
   Physica A: Statistical Mechanics and its Applications, 2009, 388, (8), 1555-1570 View citations (2)

2008

4. Does the weekday effect of the yen/dollar spot rates exist in Tokyo, London, and New York? An analysis of panel probability distribution
   Applied Economics, 2008, 40, (20), 2631-2643

2004

5. Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets
   Applied Financial Economics, 2004, 14, (15), 1087-1095 View citations (2)

Chapters

2020

1. Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis
   Chapter 126 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 4313-4348
2. Does Quantile Co-Integration Exist Between Gold Spot and Futures Prices?
   Chapter 92 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3219-3239
3. Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value
   Chapter 25 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 947-978
4. Social Media, Bank Relationships and Firm Value
   Chapter 66 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2337-2371