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The MAX effect : Lottery stocks with price limits and limits to arbitrage

Hung, Weifeng; Yang, J. Jimmy - In: Journal of financial markets 41 (2018), pp. 77-91

Persistent link: https://www.econbiz.de/10012001786

Chinese Lunar New Year effect, investor sentiment, and market deregulation

Teng, Chia-Chen; Yang, J. Jimmy - In: Finance research letters 27 (2018), pp. 175-184

Persistent link: https://www.econbiz.de/10012006848

When-issued trading in the Indian IPO market

Brooks, Raymond M.; Mathew, Prem G.; Yang, J. Jimmy - In: Journal of financial markets 19 (2014), pp. 170-196

Persistent link: https://www.econbiz.de/10010442406

Do lottery characteristics matter for analysts' forecast behavior?

Lin, Mei-Chen; Yang, J. Jimmy - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1057-1091

Persistent link: https://www.econbiz.de/10014342156

Exchange rate spillover, carry trades, and the COVID-19 pandemic

Mo, Wan-Shin; Yang, J. Jimmy; Chen, Yu-Lun - In: Economic modelling 121 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014384369

Trading activity of VIX futures and options around FOMC announcements

Huang, Hong-Gia; Tsai, Wei-Che; Yang, J. Jimmy - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543990

Price dynamics and volatility jumps in bitcoin options

Chen, Kuo Shing; Yang, J. Jimmy - In: Financial innovation : FIN 10 (2024), pp. 1-29

In the FinTech era, we contribute to the literature by studying the pricing of Bitcoin options, which is timely and important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivatives. We fnd pricing errors in the presence of market smiles in Bitcoin...

Persistent link: https://www.econbiz.de/10014547297

Intraday momentum in the VIX futures market

Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Yang, … - In: Journal of banking & finance 148 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014248282

Technical expert CEOs and corporate innovation

Ting, Hsiu-I; Wang, Ming-Chun; Yang, J. Jimmy; Tuan, Kai-Wen - In: Pacific-Basin finance journal 68 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013332496

Media exposure on corporate social irresponsibility and firm performance

Teng, Chia-Chen; Yang, J. Jimmy - In: Pacific-Basin finance journal 68 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013332498