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Kong, Xiaoran and Yan, Cheng and Ho, Kung-Cheng (2024) The impact of climate change on credit cycles: Evidence from China's bond market. Technological Forecasting and Social Change, 206. p. 123490. DOI https://doi.org/10.1016/j.techfore.2024.123490
Fulop, Andras and Li, Junye and Liu, Hening and Yan, Cheng (2024) Estimating and Testing Long-Run Risk Models: International Evidence. Management Science. DOI https://doi.org/10.1287/mnsc.2022.04054
Chen, Shenglan and Cumming, Douglas and Liu, Xiaoling and Ma, Hui and Yan, Cheng (2024) Alumni Network Centrality and Competitive Aggressiveness. British Journal of Management. pp. 1-30. DOI https://doi.org/10.1111/1467-8551.12849
Ren, Xiaohang and An, Yaning and Jin, Chenglu and Yan, Cheng (2024) Weathering the policy storm: How climate strategy volatility shapes corporate total factor productivity. Energy Economics, 134. p. 107553. DOI https://doi.org/10.1016/j.eneco.2024.107553
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
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
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
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
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