Research Output 2003 2019

Filter
Article
2019
Bayesian networks
Learning algorithms
Support vector machines
Learning systems
Classifiers

Do debt covenant violations serve as a risk factor of ineffective internal control?

Guo, J., Huang, P-H. & Zhang, Y., 2019 Jan 15, In : Review of Quantitative Finance and Accounting. 52, 1, p. 231-251 21 p.

Research output: Contribution to journalArticle

Debt covenants
Risk factors
Internal control
Violations
Covenant

Do firms hedge with foreign currency derivatives for employees?

Huang, P-H., Huang, H. Y. & Zhang, Y., 2019 Aug 1, In : Journal of Financial Economics. 133, 2, p. 418-440 23 p.

Research output: Contribution to journalArticle

Derivatives
Foreign currency
Employees
Hedge
Currency hedging

Influence of Managers' Subjective Judgments on Project Abandonment Decision Making

Liu, Y-H., Jiang, I. M. & Tsai, M. I., 2019 Mar 1, In : International Journal of Information Technology and Decision Making. 18, 2, p. 419-443 25 p.

Research output: Contribution to journalArticle

Managers
Decision making
Budget control
Uncertainty

Leverage and employee compensation – the perspective of human capital

Lin, H-C., Liang, S-H., Chiu, S. C. & Chen, C. Y., 2019 Feb 4, In : International Journal of Managerial Finance. 15, 1, p. 62-78 17 p.

Research output: Contribution to journalArticle

Employee compensation
Leverage
Human capital
Employees
Labour costs
1 Citation (Scopus)

Optimal proportion decision-making for two stages investment

Liu, Y-H. & Jiang, I. M., 2019 Apr 1, In : North American Journal of Economics and Finance. 48, p. 776-785 10 p.

Research output: Contribution to journalArticle

Proportion
Decision making
Investment decision-making
Optimal investment
Uncertainty

The role of organizational forms in nonprofit firms' real earnings management: Evidence from nonprofit hospitals in Taiwan

Wen, Y. C., Huang, P-H., Shen, H. C. & Zhang, Y., 2019 Sep 1, In : Advances in Accounting. 46, 100418.

Research output: Contribution to journalArticle

Organizational form
Earnings management
Taiwan
Private hospitals
Expenditure
2018
Shareholders
shareholder
real estate
merger
structural change
1 Citation (Scopus)

Compound option pricing under a double exponential Jump-diffusion model

Liu, Y-H., Jiang, I. M. & Hsu, W. T., 2018 Jan 1, In : North American Journal of Economics and Finance. 43, p. 30-53 24 p.

Research output: Contribution to journalArticle

Option pricing
Compound options
Jump-diffusion model
Real options
Exponential distribution
2 Citations (Scopus)

Grid-based crime prediction using geographical features

Lin, Y. L., Yen, M-F. & Yu, L. C., 2018 Aug 1, In : ISPRS International Journal of Geo-Information. 7, 8, 298.

Research output: Contribution to journalArticle

Open Access
Crime
crime
offense
prediction
time factor
1 Citation (Scopus)

Price Discovery and Trading Activity in Taiwan Stock and Futures Markets

Hung, J. C., Liu, Y-H., Jiang, I. M. & Liang, S., 2018 Jan 1, (Accepted/In press) In : Emerging Markets Finance and Trade.

Research output: Contribution to journalArticle

Futures markets
Trading activity
Taiwan
Price discovery
Traders
1 Citation (Scopus)

Valuation of n-fold compound barrier options with stochastic interest rates

Liu, Y-H., Jiang, I. M. & Chen, L. C., 2018 Sep 1, In : Asia Pacific Management Review. 23, 3, p. 169-185 17 p.

Research output: Contribution to journalArticle

Barrier options
Stochastic interest rates
Compound options
Interest rate risk
Pricing
2017

Capital reduction, financial characteristics and corporate governance

Lee, C. J., Lai, S. C., Li, H. & Wang, J. C., 2017 Jun 1, In : Asia Pacific Management Review. 22, 2, p. 88-96 9 p.

Research output: Contribution to journalArticle

Corporate governance
Factors
Capital asset pricing model
Announcement effect
Cumulative abnormal return

Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms

Huang, P-H., Kabir, M. H. & Zhang, Y., 2017 Aug 1, In : Quarterly Review of Economics and Finance. 65, p. 128-136 9 p.

Research output: Contribution to journalArticle

Stock prices
Derivatives
Interest rate derivatives
Foreign currency
Volatility risk

Statistical inference for the availability of repairable system with general repair, reboot delay, and switching railure

Liu, T. H., Ke, J. C., Yen, M-F. & Hsu, Y. L., 2017 Jan 2, In : Communications in Statistics: Simulation and Computation. 46, 1, p. 579-592 14 p.

Research output: Contribution to journalArticle

Repairable System
Statistical Inference
Repair
Availability
Weibull
1 Citation (Scopus)

Stock returns and financial distress risk: Evidence from the Asian-Pacific markets

Li, H., Lai, S., Conover, J. A., Wu, F. & Li, B., 2017 Jan 1, In : Research in Finance. 33, p. 123-158 36 p.

Research output: Contribution to journalArticle

Stock returns
Asia
Financial distress
Asset pricing models
Factors
2016

Day Trader Behavior and Performance: Evidence from Taiwan Futures Market

Cheng, T. Y., Lin, C. H., Li, H., Lai, S. & Watkins, K. A., 2016 Nov 1, In : Emerging Markets Finance and Trade. 52, 11, p. 2495-2511 17 p.

Research output: Contribution to journalArticle

Traders
Taiwan
Trader behavior
Futures markets
Behavioral biases

Does corporate governance still affect firm performance after controlling the distress factor?

Lai, S., Li, H. & Li, B., 2016 Mar 15, In : Applied Economics. 48, 13, p. 1197-1209 13 p.

Research output: Contribution to journalArticle

Firm performance
Distress
Factors
Corporate governance
Financial distress
3 Citations (Scopus)

Institutional ownership and information transparency: Role of technology intensities and industries

Hsu, C. H., Lai, S. C. & Li, H., 2016 Mar 1, In : Asia Pacific Management Review. 21, 1, p. 26-37 12 p.

Research output: Contribution to journalArticle

Institutional ownership
Industry
Information transparency
Corporate governance
Corporate transparency
10 Citations (Scopus)

The effect of employee treatment policies on internal control weaknesses and financial restatements

Guo, J., Huang, P-H., Zhang, Y. & Zhou, N., 2016 Jul 1, In : Accounting Review. 91, 4, p. 1167-1194 28 p.

Research output: Contribution to journalArticle

Financial restatements
Internal control weaknesses
Employees
Internal control
Employee benefits
2015

Can hedge fund elites consistently beat the benchmark? A study of portfolio optimization

Yen, M-F., Hsu, Y. L. & Hsiao, Y. L., 2015 Dec 1, In : Asia Pacific Management Review. 20, 4, p. 275-284 10 p.

Research output: Contribution to journalArticle

Hedge funds
Elites
Portfolio optimization
Benchmark
Weighting
6 Citations (Scopus)

Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting?

Huang, P-H., Guo, J., Ma, T. & Zhang, Y., 2015 May 1, In : Journal of Banking and Finance. 54, p. 30-45 16 p.

Research output: Contribution to journalArticle

Financial reporting
Cash holdings
Internal control
Material weakness
Cash
10 Citations (Scopus)

Foreign ownership and real earnings management: Evidence from Japan

Guo, J., Huang, P-H., Zhang, Y. & Zhou, N., 2015 Sep 1, In : Journal of International Accounting Research. 14, 2, p. 185-213 29 p.

Research output: Contribution to journalArticle

Japan
Foreign investors
Foreign ownership
Earnings management
Economic fundamentals
3 Citations (Scopus)

Options pricing with time changed Lévy processes under imprecise information

Feng, Z. Y., Cheng, J. T. S., Liu, Y-H. & Jiang, I. M., 2015 Jan 1, In : Fuzzy Optimization and Decision Making. 14, 1, p. 97-119 23 p.

Research output: Contribution to journalArticle

Option Pricing
Stochastic Volatility
Costs
Jump
Jump-diffusion Model
3 Citations (Scopus)

Technological innovation, product life cycle and market power: A real options approach

Cheng, J. T. S., Jiang, I. M. & Liu, Y-H., 2015 Jan 16, In : International Journal of Information Technology and Decision Making. 14, 1, p. 93-113 21 p.

Research output: Contribution to journalArticle

Life cycle
Innovation
Sun
Economics
Uncertainty
2014
6 Citations (Scopus)

A generalized stepwise procedure with improved power for multiple inequalities testing

Hsu, Y. C., Kuan, C. M. & Yen, M-F., 2014 Sep 1, In : Journal of Financial Econometrics. 12, 4, p. 730-755 26 p., nbu014.

Research output: Contribution to journalArticle

Testing
Fund performance
Proportion
Commodities
Advisors
1 Citation (Scopus)

Pricing contingent claims using the Heath-Jarrow-morton term structure model and time-changed lévy processes

Liu, Y-H., Jiang, I. M. & Fong, Z. Y., 2014 Jan 1, In : Asia Pacific Management Review. 19, 3, p. 273-298 26 p.

Research output: Contribution to journalArticle

Term structure models
Contingent claim pricing
Assets
Upper bound
Interest rates
2013
3 Citations (Scopus)

Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China

Lai, S., Cheng, T., Li, H. & Chien, S. P., 2013 Dec 1, In : Emerging Markets Finance and Trade. 49, SUPPL. 4, p. 213-235 23 p.

Research output: Contribution to journalArticle

Hong Kong
Taiwan
China
Stock index
Interaction
6 Citations (Scopus)

How different types of traders Behave in the Taiwan futures market

Li, H., Lin, C. H., Cheng, T. Y. & Lai, S., 2013 Dec 1, In : Journal of Futures Markets. 33, 12, p. 1097-1117 21 p.

Research output: Contribution to journalArticle

Futures markets
Traders
Taiwan
Disposition effect
Retail
11 Citations (Scopus)

Valuation of double trigger catastrophe options with counterparty risk

Jiang, I. M., Yang, S. Y., Liu, Y-H. & Wang, T-S., 2013 Aug 1, In : North American Journal of Economics and Finance. 25, p. 226-242 17 p.

Research output: Contribution to journalArticle

Catastrophe
Trigger
Counterparty risk
Option pricing model
Asset prices
2012
1 Citation (Scopus)

A standby system with general repair and imperfect switching

Ke, J. C., Yen, M-F., Liu, T. H. & Hsu, Y. L., 2012 May 1, In : Journal of Testing and Evaluation. 40, 3

Research output: Contribution to journalArticle

Repair
Availability
Weibull distribution
Testing
5 Citations (Scopus)

Did IT consulting firms gain when their clients were breached?

Chen, J-C., Li, H., Yen, D. C. & Bata, K. V., 2012 Mar 1, In : Computers in Human Behavior. 28, 2, p. 456-464 9 p.

Research output: Contribution to journalArticle

Information technology
Technology
Information Theory
Consulting
Disclosure

Does enhanced disclosure really reduce agency costs? Evidence from the diversion of corporate resources

Huang, P-H. & Zhang, Y., 2012 Feb, ATIP. Association Technique de L'Industrie Papetiere, 65, 5, p. 199-229 31 p.

Research output: Contribution to specialist publicationArticle

Costs
Liquids
Financial markets
4 Citations (Scopus)

Influence of investor subjective judgments in investment decision-making

Liu, Y-H. & Jiang, I. M., 2012 Oct 1, In : International Review of Economics and Finance. 24, p. 129-142 14 p.

Research output: Contribution to journalArticle

Investors
Investment decision-making
Option value
Exercise
Irreversible investment
1 Citation (Scopus)

Pricing and hedging strategy for options with default and liquidity risk

Jiang, I. M., Liu, Y-H., Feng, Z. Y. & Lai, M-K., 2012 Jun 1, In : Asia Pacific Management Review. 17, 2, p. 127-144 18 p.

Research output: Contribution to journalArticle

Hedging strategies
Liquidity risk
Default risk
Pricing strategy
Option prices
13 Citations (Scopus)

The Economic Consequences of Banks' Derivatives Use in Good Times and Bad Times

Cyree, K. B., Huang, P-H. & Lindley, J. T., 2012 Jun 1, In : Journal of Financial Services Research. 41, 3, p. 121-144 24 p.

Research output: Contribution to journalArticle

Economic consequences
Derivatives
Customer management
Valuation effects
Risk management
2011
5 Citations (Scopus)

Re-examining covariance risk dynamics in international stock markets using quantile regression analysis

Li, M. & Yen, M-F., 2011 Mar 1, In : Acta Oeconomica. 61, 1, p. 33-59 27 p.

Research output: Contribution to journalArticle

Quantile
Regression analysis
International stock markets
Quantile regression
GARCH model

Valuation of R&D Projects

Liu, Y-H., 2011 Dec 14, In : Asia Pacific Management Review. 16, 3, p. 289-304 16 p.

Research output: Contribution to journalArticle

Assets
Asset prices
Market price
Option pricing
Real options
2010
11 Citations (Scopus)

An empirical study of the impact of internet financial reporting on stock prices

Lai, S. C., Lin, C., Li, H. & Wu, F. H., 2010 Dec 1, In : International Journal of Digital Accounting Research. 10, p. 1-26 26 p.

Research output: Contribution to journalArticle

Empirical study
World Wide Web
Financial reporting
Stock prices
Event study methodology
3 Citations (Scopus)

Open interest, volume, and volatility: Evidence from Taiwan futures markets

Yen, M-F. & Chen, M. H., 2010 Dec 1, In : Journal of Economics and Finance. 34, 2, p. 113-141 29 p.

Research output: Contribution to journalArticle

Futures markets
Open interest
Taiwan
Generalized autoregressive conditional heteroscedasticity
Trading volume
2 Citations (Scopus)

O-score financial distress risk asset pricing

Lai, S. C., Li, H., Conover, J. A. & Wu, F., 2010 Dec 1, In : Research in Finance. 26, p. 51-94 44 p.

Research output: Contribution to journalArticle

Financial distress
Asset pricing
Factors
Book-to-market
Risk factors
9 Citations (Scopus)

Profitability of technical analysis in financial and commodity futures markets - A reality check

Yen, M-F. & Hsu, Y. L., 2010 Dec 1, In : Decision Support Systems. 50, 1, p. 128-139 12 p.

Research output: Contribution to journalArticle

Benchmarking
Profitability
Momentum
Testing
Financial markets
1 Citation (Scopus)

Testing the Ohlson model-fractional cointegration approach

Lee, S. C., Jiang, I. M. & Liu, Y-H., 2010 Nov 1, In : International Research Journal of Finance and Economics. 55, p. 36-44 9 p.

Research output: Contribution to journalArticle

Ohlson model
Fractional cointegration
Testing
Empirical results
Book value
Futures markets
Interaction
Eurodollar
Crash
Investors
1 Citation (Scopus)

Valuation of compound option when the underlying asset is non-tradable

Liu, Y-H., 2010 May 1, In : International Journal of Theoretical and Applied Finance. 13, 3, p. 441-458 18 p.

Research output: Contribution to journalArticle

Assets
Compound options
Real options
Option pricing
Investment project

Vulnerable option pricing under heterogeneity and its applications in Taiwan warrant market

Liu, Y-H. & Jiang, I. M., 2010 Sep 1, In : International Journal of Fuzzy Systems. 12, 3, p. 243-251 9 p.

Research output: Contribution to journalArticle

Option Pricing
Taiwan
Resolve
Black-Scholes Formula
Costs
2009
3 Citations (Scopus)

Barrier option pricing: A hybrid method approach

Wang, A. M. L., Liu, Y-H. & Hsiao, Y. L., 2009 Apr 1, In : Quantitative Finance. 9, 3, p. 341-352 12 p.

Research output: Contribution to journalArticle

Barrier options
Option pricing
Hybrid method
Pricing
Time-varying
18 Citations (Scopus)
3 Citations (Scopus)

Pricing fuzzy vulnerable options and risk management

Liu, Y-H., 2009 Dec 1, In : Expert Systems With Applications. 36, 10, p. 12188-12199 12 p.

Research output: Contribution to journalArticle

Risk management
Costs
Finance