CEO Overconfidence and Corporate Cash Holdings, 2020, with Yenn-Ru Chen and Chia-Wei Yeh, forthcoming in Journal of Corporate Finance. (SSCI, MOST ATier-1 Journal)
The Wealth Effects of Operational Risk Announcements on Intra-Industry Competitors, 2018, with Sheng-Syan Chen, Po-Hsin Ho, and Wei-Ying Nie, Review of Securities and Futures Markets 120, 1-50. (TSSCI)
Derivatives Usage for Banking Industry: Evidence from the European Markets, 2018, with Chuang-Chang Chang and Yu-Jen Hsiao, Review of Quantitative Finance and Accounting 51, 921-941. (MOST A- Journal)
The Determinants of Operational Risk on the Firm and CEO Characteristics in Industrial Firms, 2018, with Sheng-Syan Chen, Po-Hsin Ho, and Wei-Ying Nie, Journal of Management and Business Research 35, 159-188. (TSSCI)
Investor Sentiment and Evaporating Liquidity during the Financial Crisis, 2018, with Junmao Chiu, Huimin Chung, and Chih-Chiang Wu, International Review of Economics and Finance 55, 21-36. (SSCI)
Market Return, Liquidity, and Trading Activity of Various Trader Types in the Emerging Market: A Study of the TAIFEX, 2016, with Ying Hao, Robin K. Chou, and Pei-Shih Weng, Asia-Pacific Journal of Financial Studies 45, 499-534. (SSCI)
The Impact of CDS Trading on the Cost of Bank Loan, 2016, with Yu-Jen Hsiao and Sin-Yi Huang, Sun Yat-Sen Management Review 24, 291-322. (TSSCI)
The 52-Week High and Momentum in the Taiwan Stock Market: Anchoring or Recency Biases? 2016, with Ying Hao, Hsiang-Hui Chu, and Kuan-Cheng Ko, International Review of Economics and Finance 43, 121-138 (SSCI)
The Impact of Foreign Institutional Traders on Price Efficiency: Evidence from the Taiwan Futures Market, 2015, with Ying Hao, Robin K. Chou, and Pei-Shih Weng, Pacific-Basin Finance Journal 34, 24-42. (SSCI, MOST ATier-2 Journal)
Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market, 2014, with Junmao Chiu and Huimin Chung, Review of Pacific Basin Financial Markets and Policies 17, 1-25 (1450017).
CEO Overconfidence and the Long-Term Performance following R&D Increases, 2014, with Sheng-Syan Chen and Po-Hsin Ho, Financial Management 43, 245-269. (SSCI, MOST ATier-1 Journal)
Riskiness-Minimizing Spot-Futures Hedge Ratio, 2014, with Yi-Ting Chen and Larry Y. Tzeng, Journal of Banking and Finance 40, 154-164. (SSCI, MOST ATier-1 Journal)
IPO Underwriting and Subsequent Lending, 2013, with Hsuan-Chi Chen and Pei-Shih Weng, Journal of Banking and Finance 37, 5208-5219. (SSCI, MOST ATier-1 Journal)
The Diversification Effects of Real Estate Investment Trusts: A Global Perspective, 2013, with Robin K. Chou and Chiuling Lu, Journal of Financial Studies, 21, 1-27. (TSSCI, Leading Article)
Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the ETF Market, 2012, with Junmao Chiu, Huimin Chung, and George H.K. Wang, Journal of Banking and Finance 36, 2660-2671. (SSCI, MOST ATier-1 Journal)
The Diversification Effects of Volatility-Related Assets, 2011, with Hsuan-Chi Chen and San-Lin Chung, Journal of Banking and Finance 35, 1179-1189. (SSCI, MOST ATier-1 Journal)
The Diversification Effects of Initial Public Offerings, 2010, with Hsuan-Chi Chen, Yu-Jen Hsiao, and Cheng-Huan Wu, Journal of Business Finance and Accounting 37, 171-205. (SSCI, MOST ATier-2 Journal)
Do IPO Index Portfolios Improve the Investment Opportunities for Mean-Variance Investors? 2009, with Hsuan-Chi Chen, Finance Research Letters 6, 159-170. (SSCI)
International Value versus Growth: Evidence from Stochastic Dominance Analysis, 2009, with Abhay Abhyankar and Huainan Zhao, International Journal of Finance and Economics 14, 222-232. (SSCI)
Value versus Growth: Stochastic Dominance Criteria, 2008, with Abhay Abhyankar and Huainan Zhao, Quantitative Finance 8, 693-704. (SSCI, MOST A- Journal)
Long-Horizon Event Studies and Event Firm Portfolio Weights: Evidence from U.K. Rights Issues Re-Visited, 2007, with Abhay Abhyankar, International Review of Financial Analysis 16, 61-80.
The Long-Run Performance of Initial Public Offerings: Stochastic Dominance Criteria, 2006, with Abhay Abhyankar and Hsuan-Chi Chen, Quarterly Review of Economics and Finance 46, 620-637. (MOST A- Journal)
Long-Run Abnormal Performance following Convertible Preference Share and Convertible Bond Issues: New Evidence from the United Kingdom, 2006, with Abhay Abhyankar, International Review of Economics and Finance 15, 97-119. (SSCI)
Real Estate Investment Trusts: An Asset Allocation Perspective, 2005, with Hsuan-Chi Chen, Chiuling Lu, and Cheng-Huan Wu, Journal of Portfolio Management: Real Estate Special Issue, 46-54. (SSCI, MOST ATier-2 Journal)
Long-Run Post-Merger Stock Performance of UK Acquiring Firms: A Stochastic Dominance Perspective, 2005, with Abhay Abhyankar and Huainan Zhao, Applied Financial Economics 15, 679-690.
Long-Horizon Abnormal Performance following Rights Issues and Placings: Additional Evidence from the U.K. Market, 2005, Review of Financial Economics 14, 25-45.
Long-Run Stock Price Performance after IPOs: What do Tests for Stochastic Dominance Tell Us? 2003, Applied Economics Letters 10, 15-19. (SSCI)