Dr. J. Jimmy Yang
College of Business
Oregon State University, USA
Professor
Email: jimmy.yang@bus.oregonstate.edu
Qualifications
2003 Ph.D., Finance, University of
Cincinnati, USA
1997 M.B.A., Finance, Saint Louis
University, USA
1993 B.A., Public Finance, National
Chung Hsing University, TAIWAN
Publications (selected)
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Brooks, R., Mathew, P., Yang, J. (2014).
When-issued trading in the Indian IPO market. Journal of Financial Markets, 19,
170-196.
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Kim, K., Liu, H., Yang, J. (2013).
Reconsidering Price Limit Effectiveness. Journal of Financial Research, 36(4),
493-518.
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Berger D., Pukthuanthong K. and Yang J. (2013), Is the diversification
benefit of frontier markets realizable by mean-variance investors? The evidence
of investable funds,Journal of Portfolio Management39, 4, 36-48.
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Dang Li and Yang J. (2013), The choice between rights and underwritten
equity offerings: evidence from Chinese stock markets,Journal of Multinational
Financial Management23, 235-253.
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Brooks R. and Yang J. (2012), Emerging from bankruptcy with when-issued
trading,Financial Review47, 445-467.
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Liu Y. and Yang J. (2011), Private debt, unused credit lines, and seasoned
equity offerings,Quarterly Review of Economics and Finance51, 376-388.
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Berger D., Pukthuanthong K. and Yang J. (2011), International
diversification with frontier markets,Journal of Financial Economics101,
227-242.
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Elston J. and Yang J. (2010), Venture capital, ownership structure,
accounting standards, and IPO underpricing: Evidence from Germany,Journal of
Economics and Business62, 517-536.
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Hsieh P., Kim Y. and Yang J. (2009), The magnet effect of price limits: A
logit approach,Journal of Empirical Finance16, 830-837.
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Kim Y. and Yang J. (2009), The effect of price limits: initial public
offerings vs. seasoned equities,International Review of Finance9, 295-318.
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Hsieh P. and Yang J. (2009), A censored stochastic volatility approach to
the estimation of price limit moves,Journal of Empirical Finance16, 337-351.
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Kim Y. and Yang J. (2008), The effect of price limits on intraday volatility
and information asymmetry,Pacific-Basin Finance Journal16, 522-538.
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Kim Y., Yagüe J. and Yang J. (2008), Relative Performance of Trading Halts
and Price Limits: Evidence from the Spanish Stock Exchange,International Review
of Economics and Finance17, 197-215.
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Brooks R. and Yang J. (2007), Teaching an old dog new tricks: using the
dividend growth model in financial planning,Journal of Economics and Finance
Education6, 2, 65-73.
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Kim Y. and Yang J. (2004), What makes circuit breakers attractive to financial
markets? A survey,Financial Markets, Institutions & Instruments13, 109-146.
Profile Details
Last Updated: September 2013
Reference this profile directly:
http://business.oregonstate.edu/faculty-and-staff-bios/jimmy-yang