Chih-Yuan Yang Associate Professor
Chih-Yuan Yang
Phone
02-77491856
Email
Fax
02-23638821
Web
Teacher Field
Economics, Program of Finance
Teacher Pro
Real Estate Finance, Financial Econometrics, Financial Risk
School Year Paper Title
112
112
Zu, Lon-Ping and&Chih-Yuan Yang*&(2017),&“Institutional Informed Trading and Stock Price Behavior,”&Journal of Financial Studies, accepted.【TSSCI】
Yang, Chih-Yuan,&Ling-Jhen Jhang,&Chia-Chien Chang*&(2016),&“Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market,”&Pacific-Basin Finance Journal, 37, 35-51.【SSCI】
Huang, Chao-Hsi*&and&Chih-Yuan Yang&(2015), “European&Exchange Rate Regimes and Purchasing Power Parity: an Empirical Study on Eleven Eurozone Countries,”&International Review of Economics and Finance, 35, 100-109.&【SSCI】
Chen, Ming-Chi, Hsiu-Jung Tsai*, Tien Foo Sing, and&Chih-Yuan Yang&(2015), “Contagion and Downside Risk in the REIT Market During the Subprime Mortgage Crisis,”&International Journal of Strategic Property Management, 19, 42-57.&【SSCI】
Tsai, Hsiu-Jung, Ming-Chi Chen*, and&Chih-Yuan Yang&(2014), “A Time-Varying Perspective on the CAPM and Downside Betas,”&International Review of Economics and Finance, 29, 440-454.&【SSCI】
Wei, An-Pin, Wei-Ling Huang,&Chih-Yuan Yang*, and Ming-Chi Chen (2013), “The Role of Market Imperfections in the Relationship between Housing Prices and Household Credit: Evidence from Taiwan,”&Asian-Pacific Economic Literature, 27:2, 131-143.&【SSCI】
Yang, Chih-Yuan&and Chia-Chien Chang*&(2013), “Measuring U.S. Hurricane Risk Associated with Natural Climate Cycle and Global Warming Effects,”&Asia-Pacific Journal of Risk and Insurance, 7:2, 1-26. Featured Article.
Chang, Chia-Chien, Chou-Wen Wang*,&and&Chih-Yuan Yang&(2012), “The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts,”&Journal of Risk and Insurance,&79:3,&867-895.【SSCI】
Chen, Ming-Chi, Chin-Oh Chang*,&Chih-Yuan Yang, and Bor-Ming Hsieh (2012), “Investment Demand and Housing Prices in an Emerging Economy,”&Journal of Real Estate Research, 34:3, 345-373.【SSCI】
Tsai, Pan-Long*, Chao-Hsi Huang, and&Chih-Yuan Yang&(2012), “Impact of Globalization on Income Distribution Inequality in 60 Countries: Comments,”&Global Economy Journal, 12:3, Article 7, pages 10.【EconLit, JEL】(Available at:&http://www.bepress.com/gej/vol12/iss3/1)
Chen, Chang-Chih, David Shyu, and&Chih-Yuan Yang* (2011), “Counterparty Effect on Capital Structure Decision in Incomplete Market,”&Economic Modelling, 28:5, 2181-2189.【SSCI】
Chen, Chang-Chih, David Shyu, Yen-Chun Wu, and&Chih-Yuan Yang* (2011), “A Waste Management Model for Optimal Recycling-Landfilling Policies under Macroeconomic Conditions,”&Economic Modelling, 28:3, 852-858.【SSCI】
Yang, Chih-Yuan&and Ming-Chi Chen* (2009), “The Role of Co-Kurtosis in the Pricing of Real Estate,”&Journal of Real Estate&Portfolio Management, 15:2, 185-195.【FLI,&EconLit】
109 Yang, Chih-Yuan, Ming-Chi Chen, and Chia-Chien Chang* (2020) “Pricing of Presale Contracts with Macroeconomic Factors and Stochastic Basis Risk,” Journal of Real Estate Research, 42:4, 531-551.【SSCI】
107 Zu, Lon-Ping and Chih-Yuan Yang* (2018), “Institutional Informed Trading and Stock Price Behavior,” Journal of Financial Studies, 26:2, 39-91.【TSSCI】
105 Yang, Chih-Yuan, Ling-Jhen Jhang, Chia-Chien Chang* (2016), “Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market,” Pacific-Basin Finance Journal, 37, 35-51.【SSCI】
104 Huang, Chao-Hsi* and Chih-Yuan Yang (2015), “European Exchange Rate Regimes and Purchasing Power Parity: an Empirical Study on Eleven Eurozone Countries,” International Review of Economics and Finance, 35, 100-109. 【SSCI】
104 Chen, Ming-Chi, Hsiu-Jung Tsai*, Tien Foo Sing, and Chih-Yuan Yang (2015), “Contagion and Downside Risk in the REIT Market During the Subprime Mortgage Crisis,” International Journal of Strategic Property Management, 19:1, 42-57. 【SSCI】
103 Tsai, Hsiu-Jung, Ming-Chi Chen*, and Chih-Yuan Yang (2014), “A Time-Varying Perspective on the CAPM and Downside Betas,” International Review of Economics and Finance, 29, 440-454. 【SSCI】
102 Wei, An-Pin, Wei-Ling Huang, Chih-Yuan Yang*, and Ming-Chi Chen (2013), “The Role of Market Imperfections in the Relationship between Housing Prices and Household Credit: Evidence from Taiwan,” Asian-Pacific Economic Literature, 27:2, 131-143. 【SSCI】
102 Yang, Chih-Yuan and Chia-Chien Chang* (2013), “Measuring U.S. Hurricane Risk Associated with Natural Climate Cycle and Global Warming Effects,” Asia-Pacific Journal of Risk and Insurance, 7:2, 1-26. Featured Article.
101 Chang, Chia-Chien, Chou-Wen Wang*, and Chih-Yuan Yang (2012), “The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts,” Journal of Risk and Insurance, 79:3, 867-895.【SSCI】
101 Chen, Ming-Chi, Chin-Oh Chang*, Chih-Yuan Yang, and Bor-Ming Hsieh (2012), “Investment Demand and Housing Prices in an Emerging Economy,” Journal of Real Estate Research, 34:3, 345-373.【SSCI】
101 Tsai, Pan-Long*, Chao-Hsi Huang, and Chih-Yuan Yang (2012), “Impact of Globalization on Income Distribution Inequality in 60 Countries: Comments,” Global Economy Journal, 12:3, Article 7, pages 10.【EconLit, JEL】(Available at: http://www.bepress.com/gej/vol12/iss3/1)
100 Chen, Chang-Chih, David Shyu, and Chih-Yuan Yang* (2011), “Counterparty Effect on Capital Structure Decision in Incomplete Market,” Economic Modelling, 28:5, 2181-2189.【SSCI】
100 Chen, Chang-Chih, David Shyu, Yen-Chun Wu, and Chih-Yuan Yang* (2011), “A Waste Management Model for Optimal Recycling-Landfilling Policies under Macroeconomic Conditions,” Economic Modelling, 28:3, 852-858.【SSCI】
98 Yang, Chih-Yuan and Ming-Chi Chen* (2009), “The Role of Co-Kurtosis in the Pricing of Real Estate,” Journal of Real Estate Portfolio Management, 15:2, 185-195.【FLI, EconLit】
School Year Paper Title
School Year Project Name Job Title Period Cooperation
Year Book Name Publish Date
Category Category Patent Name Application Date License Unit
Year Category Topic Position Activity Unit Date
Year Award Name Award Unit
2023
2023 The 3rd Chin-Oh Chang’s Inheritance Award
2017 AsRES Best Paper Award of 2017 AsRES and GCREC Joi Asian Real Estate Society
2011 Award for PhD Thesis The Chinese Institute of Land Economics
2011 Best Paper Award of 2011 GCREC Annual Conference(T Global Chinese Real Estate Congress
2009 Award for PhD Thesis National Science Council, Taiwan
School Name Country Department Degree Period
National Sun Yat-sen University Taiwan Department of Finance Ph.D 2005-09~2010-06
Organization Name Unit Position Period
Tainan University of Technology, Taiwan Department of Finance Assistant Professor 2012-08~2015-07
National Tsing Hua University, Taiwan Department of Economics Postdoctoral Fellow 2010-10~2012-07