Prof. J. Jimmy Yang

College of Business

Oregon State University, USA

Email: [email protected]

Qualifications

2003 Ph.D., Finance, University of Cincinnati

1997 M.B.A., Finance, Saint Louis University

1993 B.A., Public Finance, National Chung Hsing University

Publications (Selected)

1. Chen, Y. L., Xu, K., & Yang, J. J. (2025). Market impact of the bitcoin ETF introduction on bitcoin futures. International Review of Financial Analysis, 97, 103810.
2. Hung, J. C., Liu, H. C., & Yang, J. J. (2024). The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. The North American Journal of Economics and Finance, 74, 102260.
3. Chen, K. S., & Yang, J. J. (2024). Price dynamics and volatility jumps in bitcoin options. Financial Innovation, 10(1), 132.
4. Chen, Y. L., Mo, W. S., Qin, R. L., & Yang, J. J. (2023). Return spillover across China's financial markets. Pacific-Basin Finance Journal, 80, 102057.
5. Chen, Y. L., Chang, Y. T., & Yang, J. J. (2023). Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures. Finance Research Letters, 55, 103955.
6. Mo, W. S., Yang, J. J., & Chen, Y. L. (2023). Exchange rate spillover, carry trades, and the COVID-19 pandemic. Economic modelling, 121, 106222.
7. Hung, W., Lin, C. T., & Yang, J. J. (2022). Aggregate 52-week high, limited attention, and time-varying momentum profits. Journal of Banking & Finance, 141, 106531.
8. Fang, Y., Yuan, J., Yang, J. J., & Ying, S. (2022). Crash-based quantitative trading strategies: Perspective of behavioral finance. Finance Research Letters, 45, 102185.
9. Hsu, Y. J., Lu, Y. C., & Yang, J. J. (2021). News sentiment and stock market volatility. Review of Quantitative Finance and Accounting, 57(3), 1093-1122.
10. Ting, H. I., Wang, M. C., Yang, J. J., & Tuan, K. W. (2021). Technical expert CEOs and corporate innovation. Pacific-Basin Finance Journal, 68, 101603.
11. Teng, C. C., & Yang, J. J. (2021). Media exposure on corporate social irresponsibility and firm performance. Pacific-Basin Finance Journal, 68, 101604.
12. Hung, J. C., Liu, H. C., & Yang, J. J. (2021). Trading activity and price discovery in Bitcoin futures markets. Journal of Empirical Finance, 62, 107-120.
13. Chou, R. K., Wang, Y. C., & Yang, J. J. (2021). Share pledging, payout policy, and the value of cash holdings. Journal of Empirical Finance, 61, 18-33.
14. Chen, K. S., & Yang, J. J. (2020). Housing price dynamics, mortgage credit and reverse mortgage demand: Theory and empirical evidence. Real Estate Economics, 48(2), 599-632.
15. Chang, Y. K., Chou, R. K., & Yang, J. J. (2020). A rare move: The effects of switching from a closing call auction to a continuous trading. Journal of Futures Markets, 40(3), 308-328.
16. Teng, C. C., & Yang, J. J. (2018). Chinese Lunar New Year effect, investor sentiment, and market deregulation. Finance Research Letters, 27, 175-184.
17. Hung, W., & Yang, J. J. (2018). The MAX effect: Lottery stocks with price limits and limits to arbitrage. Journal of financial markets, 41, 77-91.
18. Brooks, R. M., Mathew, P. G., & Yang, J. J. (2014). When-issued trading in the Indian IPO market. Journal of Financial Markets, 19, 170-196.

Profile Details

WoS ResearcherID: KWU-9728-2024

https://business.oregonstate.edu/users/jimmy-yang

https://scholar.google.com/citations?user=yVnpheQAAAAJ&hl=en&oi=ao

https://www.researchgate.net/profile/J-Yang-9