Prof. Jau-Lian Jeng

School of Business and Management

Azusa Pacific University

Email: jjeng@apu.edu

Qualifications

1991 Ph. D., Economics, University of California, USA

1985 M.A., Economics, Rutgers University, USA

1979 B.A., Economics, National Taiwan University, Chinese Taibei

Publications (Selected)

Journals

1. Jau-Lian Jeng and Daniel Park, Paul Anderson, “Connection Between Retirement Preparation And Spiritual Activities–An Example of Faculty at an Evangelical Christian University”, Interdisciplinary Journal of Research on Religion, 2015, 11, Article 3.
2. Jau-Lian Jeng and Dan Kipley, “Extending Ansoff’s Strategic Diagnosis Model: Defining the Optimal Strategic Performance Positioning Matrix”, SAGE Open, 2012.
3. Jau-Lian Jeng and Wilson Liu, “Do Idiosyncratic Risks Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach”, presented in 2008 Eastern Finance Association, 2009 Pacific Rim International Conference of Western Economic Association, August, Journal of Mathematical Finance, 2012.
4. Jau-Lian Jeng and Elwin Tobing, “Long Run Growth and Welfare Effects of US Public Health Expenditure”, Public Finance Review, 2012 (May).
5. co-authored with Wilson Liu, “China’s Real Estate Market Development”, Chinese Economy Journal, 2010.
6. Jau-Lian Jeng “Interest Parity, Fractional Differencing, and the Strength of Attraction: A Re-Examination on the Cost-of-Carry Futures Pricing Model”, Global Finance Journal, Vol. 10, 1998.
7. Jau-Lian Jeng and Chao Chen, “The Impact of Price Limits on Foreign Currency Futures Price Volatility and Market Efficiency”, Global Finance Journal, Vol. 8, 1996.

International Conference Papers

1. Jau-Lian Jeng, “On the Occupation Times of Mergers and Acquisitions in Event Studies”, working paper, co-authored with Daniel Park, Michael Dewally, presented in 2013 Western Economic Association International Conference in Seattle, Washington, submitted to Reviews of Quantitative Finance and Accounting, 2015.
2. Jau-Lian Jeng, “Finding Empirical Multifactor Asset-Pricing Models - A Sequential Model Search Approach”, co-authored with Elwin Tobing, presented in Western Economic Association International Conference, San Francisco, 2012, under revision, submitting to Journal of Applied Econometrics.
3. Jau-Lian Jeng, “Gender Difference in The Retirement Related Issues for a Non-profit Institution” co-authored with Daniel Park, Elwin Tobing, working paper, presented in Western Economic Association International (WEAI) 2011 Conference in San Diego, submitted to Work, Aging, and Retirement.
4. Jau-Lian Jeng, “Diagnostic and Sequential Detection Tests for Occupation Time Statistics in Event Studies of Corporate Finance”, working paper, 2015.

Profile Details

http://www.apu.edu/business/faculty/jjeng/