Items where Author is "Yan, Cheng"

Zhang, Xuan and Kim, Minjoo and Yan, Cheng and Zhao, Yang (2024) Default dependence in the insurance and banking sectors: A copula approach. Journal of International Financial Markets, Institutions and Money, 91. p. 101911. DOI https://doi.org/10.1016/j.intfin.2023.101911

Ho, Kung-Cheng and Gu, Yan and Yan, Cheng and Gozgor, Giray (2024) Peer effects in the online peer-to-peer lending market: Ex-ante selection and ex-post learning. International Review of Financial Analysis, 92. p. 103056. DOI https://doi.org/10.1016/j.irfa.2023.103056

Ho, Kung-Cheng and Yan, Cheng and Gozgor, Giray and Gu, Yan (2024) Energy related public environmental concerns and intra-firm pay gap in polluting enterprises: Evidence from China. Energy Economics, 130. p. 107320. DOI https://doi.org/10.1016/j.eneco.2024.107320

Wang, Shuangshi and Yan, Cheng and Zhao, Yuqian (2024) Technological peer pressure and corporate sustainability. Energy Economics, 130. p. 107257. DOI https://doi.org/10.1016/j.eneco.2023.107257

Huang, Yuxuan and Zhu, Qi and Yan, Cheng and Zeng, Yeqin (2023) Your gender identity is who you are: Female chief executive officers and corporate debt structure. International Journal of Finance & Economics. DOI https://doi.org/10.1002/ijfe.2923

Ho, Kung-Cheng and Yan, Cheng and Mao, Zhicheng and An, FuJia (2023) Corporate sustainability policies and corporate investment efficiency: Evidence from the quasi-natural experiment in China. Energy Economics, 127 (B). p. 107050. DOI https://doi.org/10.1016/j.eneco.2023.107050

Duan, Kun and Liu, Yang and Yan, Cheng and Huang, Yingying (2023) Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. Energy Economics, 127. p. 107049. DOI https://doi.org/10.1016/j.eneco.2023.107049

Ho, Kung-Cheng and Chen, Yiling and Ye, Dezhu and Yan, Cheng (2023) Now is the Time: The Impact of Linguistic Time Reference on Corporate Default Risk. The International Journal of Accounting, 58 (04). DOI https://doi.org/10.1142/s1094406023500105

Ren, Xiaohang and Dou, Yue and Dong, Kangyin and Yan, Cheng (2023) Spillover effects among crude oil, carbon, and stock markets: evidence from nonparametric causality-in-quantiles tests. Applied Economics, 55 (38). pp. 4486-4509. DOI https://doi.org/10.1080/00036846.2022.2128297

Fang, Ming and Njangang, Henri and Padhan, Hemachandra and Simo, Colette and Yan, Cheng (2023) Social media and energy justice: A global evidence. Energy Economics, 125. p. 106886. DOI https://doi.org/10.1016/j.eneco.2023.106886

Chen, Chang-Chih and Ho, Kung-Cheng and Yan, Cheng and Yeh, Chung-Ying and Yu, Min-Teh (2023) Does ambiguity matter for corporate debt financing? Theory and evidence. Journal of Corporate Finance, 80. p. 102425. DOI https://doi.org/10.1016/j.jcorpfin.2023.102425

Li, Yiying and Yan, Cheng and Ren, Xiaohang (2023) Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. Energy Economics, 121. p. 106679. DOI https://doi.org/10.1016/j.eneco.2023.106679

Liu, Jing and Xia, Senmao and Wang, Zhaoxing and Nie, Jiajia and Ameen, Nisreen and Yan, Cheng and Lim, Ming K (2023) How to balance economic profits and environmental protection: The impacts of cash hedging on remanufacturing supply chain. International Journal of Production Economics, 258. p. 108783. DOI https://doi.org/10.1016/j.ijpe.2023.108783

Ho, Kung-Cheng and Shen, Xixi and Yan, Cheng and Hu, Xiang (2023) Influence of green innovation on disclosure quality: Mediating role of media attention. Technological Forecasting and Social Change, 188. p. 122314. DOI https://doi.org/10.1016/j.techfore.2022.122314

Zhang, Cheng and Ho, Kung-Cheng and Yan, Cheng and Gong, Yujing (2023) Societal Trust and Firm-level Trust: Substitute or Complement? An International Evidence. International Review of Financial Analysis, 86. p. 102543. DOI https://doi.org/10.1016/j.irfa.2023.102543

Menkveld, Albert J and Dreber, Anna and Verousis, Athanasios and Yan, Cheng and et al. (2023) Non-standard errors. The Journal of Finance. (In Press)

Cheng, Tingting and Yan, Cheng and Yan, Yayi (2023) De facto time‐varying indices‐based benchmarks for mutual fund returns. Journal of Financial Research, 46 (2). pp. 469-496. DOI https://doi.org/10.1111/jfir.12318

Chen, Shenglan and Li, Jing and Liu, Xiaoling and Yan, Cheng (2022) Mutual fund centrality and the remote acquisitions of listed firms in China*. The European Journal of Finance, 29 (14). pp. 1-29. DOI https://doi.org/10.1080/1351847x.2022.2141130

Wang, Jianda and Dong, Kangyin and Sha, Yezhou and Yan, Cheng (2022) Envisaging the carbon emissions efficiency of digitalization: The case of the internet economy for China. Technological Forecasting and Social Change, 184. p. 121965. DOI https://doi.org/10.1016/j.techfore.2022.121965

Zhu, Qi and Jin, Sisi and Huang, Yuxuan and Yan, Cheng and Chen, Chuanglian (2022) Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. International Review of Financial Analysis, 84. p. 102377. DOI https://doi.org/10.1016/j.irfa.2022.102377

Ren, Xiaohang and Qin, Jianing and Jin, Chenglu and Yan, Cheng (2022) Global oil price uncertainty and excessive corporate debt in China. Energy Economics, 115. p. 106378. DOI https://doi.org/10.1016/j.eneco.2022.106378

Shi, Yunkun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng and Zhang, Xuan (2022) Stock price default boundary: A Black-Cox model approach. International Review of Financial Analysis, 83. p. 102284. DOI https://doi.org/10.1016/j.irfa.2022.102284

Shi, Yukun and Chen, Ding and Guo, Biao and Xu, Yaofei and Yan, Cheng (2022) The information content of CDS implied volatility and associated trading strategies. International Review of Financial Analysis, 83. p. 102295. DOI https://doi.org/10.1016/j.irfa.2022.102295

Ren, Xiaohang and Zhang, Xiao and Yan, Cheng and Gozgor, Giray (2022) Climate policy uncertainty and firm-level total factor productivity: Evidence from China. Energy Economics, 113. p. 106209. DOI https://doi.org/10.1016/j.eneco.2022.106209

Yan, Cheng and Mao, Zhicheng and Ho, Kung-Cheng (2022) Effect of green financial reform and innovation pilot zones on corporate investment efficiency. Energy Economics, 113. p. 106185. DOI https://doi.org/10.1016/j.eneco.2022.106185

Zhu, Qi and Jin, Sisi and Huang, Yuxuan and Yan, Cheng (2022) Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. Energy Economics, 113. p. 106197. DOI https://doi.org/10.1016/j.eneco.2022.106197

Lu, Zhou and Gozgor, Giray and Mahalik, Mantu Kumar and Padhan, Hemachandra and Yan, Cheng (2022) Welfare gains from international trade and renewable energy demand: Evidence from the OECD countries. Energy Economics, 112. p. 106153. DOI https://doi.org/10.1016/j.eneco.2022.106153

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192

Ren, Xiaohang and Li, Yiying and Yan, Cheng and Wen, Fenghua and Lu, Zudi (2022) The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method. Technological Forecasting and Social Change, 179. p. 121611. DOI https://doi.org/10.1016/j.techfore.2022.121611

Wang, Xichen and Yan, Cheng (2022) Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles? IMF Economic Review, 70 (2). pp. 252-299. DOI https://doi.org/10.1057/s41308-021-00151-7

Gu, Yan and Ho, Kungcheng and Xia, Senmao and Yan, Cheng (2022) Do public environmental concerns promote new energy enterprises' development? Evidence from a quasi-natural experiment. Energy Economics, 109. p. 105967. DOI https://doi.org/10.1016/j.eneco.2022.105967

Ren, Xiaohang and Duan, Kun and Tao, Lizhu and Shi, Yukun and Yan, Cheng (2022) Carbon Prices Forecasting in Quantiles. Energy Economics, 108. p. 105862. DOI https://doi.org/10.1016/j.eneco.2022.105862

Kung-Cheng, Ho and Xiaoran, Kong and Yan, Cheng (2022) China's Historical Imperial Examination System and Corporate Social Responsibility. Pacific-Basin Finance Journal, 72. p. 101734. DOI https://doi.org/10.1016/j.pacfin.2022.101734

Gozgor, Giray and Lau, Marco Chi Keung and Zeng, Yan and Yan, Cheng and Lin, Zhibin (2022) The Impact of Geopolitical Risks on Tourism Supply in Developing Economies: The Moderating Role of Social Globalization. Journal of Travel Research, 61 (4). pp. 872-886. DOI https://doi.org/10.1177/00472875211004760

Ren, Xiaohang and Tong, Ziwei and Sun, Xianming and Yan, Cheng (2022) Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model. Energy Economics, 107. p. 105855. DOI https://doi.org/10.1016/j.eneco.2022.105855

Wang, Xichen and Yan, Cheng and Yan, Ji and Gozgor, Giray (2021) Emerging Stock Market Exuberance and International Short-term Flows. Journal of International Financial Markets, Institutions and Money, 75. p. 101417. DOI https://doi.org/10.1016/j.intfin.2021.101417

Chen, Yingshan and Dai, Min and Goncalves-Pinto, Luis and Xu, Jing and Yan, Cheng (2021) Incomplete Information and the Liquidity Premium Puzzle. Management Science, 67 (9). pp. 5703-5729. DOI https://doi.org/10.1287/mnsc.2020.3726

Gu, Yan and Ho, Kung-Cheng and Yan, Cheng and Gozgor, Giray (2021) Public Environmental Concern, CEO Turnover, and Green Investment: Evidence from a Quasi-Natural Experiment in China. Energy Economics, 100. p. 105379. DOI https://doi.org/10.1016/j.eneco.2021.105379

Cheng, Tingting and Yan, Cheng and Yan, Yayi (2021) Improved inference for fund alphas using high-dimensional cross-sectional tests. Journal of Empirical Finance, 61. pp. 57-81. DOI https://doi.org/10.1016/j.jempfin.2020.12.002

Duan, Kun and Ren, Xiaohang and Shi, Yukun and Mishra, Tapas and Yan, Cheng (2021) How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach. Energy Economics. (In Press)

Fang, Jianchun and Gozgor, Giray and Lau, Chi-Keung Marco and Wu, Wanshan and Yan, Cheng (2020) Listed zombie firms and top executive gender: Evidence from an emerging market. Pacific-Basin Finance Journal, 62. p. 101357. DOI https://doi.org/10.1016/j.pacfin.2020.101357

Zhang, Jinhua and Wang, Guipu and Yan, Cheng (2020) Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. Economic Modelling, 90. pp. 11-20. DOI https://doi.org/10.1016/j.econmod.2020.04.025

Garcia-Alcega, Sonia and Nasir, Zaheer Ahmad and Cipullo, Sabrina and Ferguson, Robert MW and Yan, Cheng and Whitby, Corinne and Dumbrell, Alex J and Drew, Gillian and Colbeck, Ian and Tyrrel, Sean and Coulon, Frederic (2020) Fingerprinting ambient air to understand bioaerosol profiles in three different environments in the south east of England. Science of the Total Environment, 719. p. 137542. DOI https://doi.org/10.1016/j.scitotenv.2020.137542

Jia, Zhehao and Shi, Yukun and Yan, Cheng and Duygun, Meryem (2020) Bankruptcy prediction with financial systemic risk. The European Journal of Finance, 26 (7-8). pp. 666-690. DOI https://doi.org/10.1080/1351847x.2019.1656095

Fuertes, Ana-Maria and Phylaktis, Kate and Yan, Cheng (2019) Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance, 98. p. 102066. DOI https://doi.org/10.1016/j.jimonfin.2019.102066

Cheng, Cheng and Ren, Xiaohang and Wang, Zhen and Yan, Cheng (2019) Heterogeneous impacts of renewable energy and environmental patents on CO2 emission - Evidence from the BRIICS. Science of the Total Environment, 668. pp. 1328-1338. DOI https://doi.org/10.1016/j.scitotenv.2019.02.063

Yang, Baochen and Xue, Fangzhan and Su, Yunpeng and Yan, Cheng (2019) Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases. Pacific-Basin Finance Journal, 55. pp. 222-238. DOI https://doi.org/10.1016/j.pacfin.2019.04.005

Zhao, Bo and Yan, Cheng and Hodges, Stewart (2019) Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX. Financial Review, 54 (1). pp. 165-199. DOI https://doi.org/10.1111/fire.12183

Yan, Cheng and Cheng, Tingting (2019) In search of the optimal number of fund subgroups. Journal of Empirical Finance, 50. pp. 78-92. DOI https://doi.org/10.1016/j.jempfin.2018.12.002

Cai, Biqing and Cheng, Tingting and Yan, Cheng (2018) Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. Journal of Empirical Finance, 49. pp. 81-106. DOI https://doi.org/10.1016/j.jempfin.2018.09.001

Zhang, Huazhu and Yan, Cheng (2018) A skeptical appraisal of the bootstrap approach in fund performance evaluation. Financial Markets, Institutions and Instruments, 27 (2). pp. 49-86. DOI https://doi.org/10.1111/fmii.12093