期刊論文(有審查制度; * 代表為聯絡作者) |
1. 楊聲勇,戚永苓,鄭永慶(2020年12月)。董事會與信用風險承擔:以臺灣 商業銀行為例。管理學報。(已接受)。(TSSCI)。本人為第一作
2. Yu-Fen Chen, Thomas C. Chiang, Fu-Lai Lin & Sheng-Yung Yang (2020, Aug). Dynamic common properties of national herd behavior of stock markets. Advances in Pacific Basin Business, Economics & Finance. (Accepted). (EconLit). (科技部財務領域B級期刊).
3. Chaonan Lin, Chuanxin Xia, Nien-Tzu Yang & Sheng-Yung Yang (2020, Feb). Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength. Pacific-Basin Finance Journal, 59: 101258. (SSCI). (科技部 財務學門評比A_Tier2期刊, Impact Factor=2.382).
4. Ching Hsing Chang, Ching Hung Chang, Pi Kun Hsu & Sheng Yung Yang (2019, Sep). The catalytic effect of internationalization on innovation. European Financial Management, 25(4), 942-977. (SSCI). (科技部財務學門評比A_Tier2 期刊, Impact Factor=1.470).
5. Cho-Min Lin, Clara Chia Sheng Chen, Sheng-Yung Yang & Wan-Ru Wang (2018, Oct). The effects of corporate governance on credit ratings: The role of corporate social responsibility. Emerging Markets Finance and Trade, 56(5), 1093-1112. (SSCI). (SSCI Impact Factor=1.214).
6. Fu-Lai Lin, Sheng-Yung Yang, Terry Marsh & Yu-Fen Chen (2018, May). Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. International Review of Economics & Finance, Volume 55, Pages 285- 294. (SSCI). 本人為通訊作者. (科技部財務學門評比A-期刊, Impact Factor=1.818).
7. Li-Yueh Chen, Yu-Fen Chen & Sheng-Yung Yang (2017, Jan). Managerial incentives and R&D investments: The moderating effect of the directors’ and officers’ liability insurance. The North American Journal of Economics and Finance, Volume 39, Pages 210-222. (SSCI). (SSCI Impact Factor=1.535).
8. Sheng-Yung Yang, Jeremy Goh, Yu-Fen Chen & Mei-Chi Lo (2016, Sep). Who actually benefits from the proxy contests?. 財務金融學刊, Volume 24, No.3, 69- 89. (TSSCI). 本人為第一作者、通訊作者.
9. Wai-Kwong Chu, Nien-Tzu Yang & Sheng-Yung Yang (2016, Jun). Corporate governance' impact on research and development. Journal of Business Research, Volume 69, Issue 6, Pages 2239-2243. (SSCI). (SSCI Impact Factor=4.874).
10. Fu-Lai Lin, Yu-Fen Chen & Sheng-Yung Yang (2016, May). Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time– frequency space. International Review of Economics & Finance, Volume 43, Pages 59-71. (SSCI). 本人為通訊作者. (科技部財務學門評比A-期刊, Impact Factor=1.818).
11. Yu-Fen Chen, Fu-Lai Lin & Sheng-Yung Yang (2015, Apr). Does institutional short-termism matter with managerial myopia?. Journal of Business Research, 68 (4), 845-850. (SSCI). 本人為通訊作者. (SSCI Impact Factor=4.874).
12. Thomas C. Chiang, Jiandong Li & Sheng-Yung Yang (2015, Jan). Dynamic stock-bond return correlations and financial market uncertainty. Review of Quantitative Finance and Accounting, 45: 59–88. (Finance Literature Index). (科技部財務學門評比A_Tier2期刊).
13. Wang, Alan T., Sheng-Yung Yang*, and Nien-Tzu Yang, 2013, Information transmission between sovereign debt CDS and other financial factors: The case of Latin America, The North American Journal of Economics and Finance 26, 586-601.【Social Sciences Citation Index, 2014 Impact Factor = 0.852】
14. Jiang, I-Ming, Sheng-Yung Yang*, Yu-Hong Liu, and Alan T. Wang, 2013, Valuation of double trigger catastrophe options with counterparty risk, The North American Journal of Economics and Finance 25, 586-601.【Social Sciences Citation Index, 2014 Impact Factor = 0.852】
15. Yang, Sheng-Yung, Yu-Fen Chen, and Fu-Lai Lin, 2013, How do securities dealers trade in the Taiwan stock market? Evidence from the financial crisis of 2008, International Journal of Management Practice 6, No. 3, 235-247.
16. Wang, Alan T. Wang and Sheng-Yung Yang*, 2013, Is China’s equity market a systematic risk for international asset pricing models? Investment Management and Financial Innovations 10, Issue 2, 174-183.【Taiwan NSC Ranking B】
17. Chen, Yu-Fen, Sheng-Yung Yang, and Fu-Lai Lin, 2012, Foreign institutional industrial herding in Taiwan stock market, Managerial Finance 38, Issue 3, 325-340.【Taiwan NSC Ranking B+; Finance Literature Index】
18. Liang, Chin-Chia, Hao-Cheng Hsu, and Sheng-Yung Yang, 2012, European economic integration and purchasing power parity: empirical evidence using threshold unit root test, International Research Journal of Finance and Economics 97, 96-103.【EconLit】
19. 楊東曉、楊聲勇、林明義,2011,探討掩護性買權之交易策略-以臺股買權及期貨為例,台灣期貨與衍生性商品學刊,第十三卷,62-94。
20. 楊東曉、楊聲勇、蔡逸賢,2011,買賣權期貨平價誤差與隱含波動度差之應用,期貨與選擇權學刊,第四卷第二期,75-112。【Taiwan Social Sciences Citation Index】
21. Caton, Gary L., Justin S.P. Chan, Jeremy Goh, and Sheng-Yung Yang, 2010, An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings, International Review of Economics and Finance 20, Issue 3, 376-387.【Social Sciences Citation Index, 2014 5-Year Impact Factor = 1.397】
22. 賴靖宜、董澍琦、楊聲勇、苗建華,2010,價值投資:財務報表與公開資訊之應用,證券市場發展季刊,第二十二卷第四期,123-182。【Taiwan Social Sciences Citation Index】
23. Yang, Sheng-Yung, Lin Lin, De-Wai Chou, and Hsiao-Chen Cheng, 2010, Merger drives and change of bidders shareholders’ wealth, The Service Industries Journal 30, Issue 6, 851-871.【Social Sciences Citation Index, 2014 Impact Factor = 0.832】
24. 楊聲勇*、董澍琦、郭憲章、徐偉軒,2009,外匯衍生性商品使用與企業匯率風險暴露:以台灣企業為例,台大管理論叢,第二十卷第一期,157-188。【Taiwan Social Sciences Citation Index】
25. Lin, Lin, Sheng-Yung Yang*, Shuh-Chyi Doong, and Yun-Yi Lin, 2008, Impacts of earnings management and methods of payment on the performance of acquiring companies around merger, Review of Securities and Futures Markets 20 (證券市場發展季刊), Issue 3, 103-140.【Taiwan Social Sciences Citation Index】
26. Wang, Alan T. and Sheng-Yung Yang, 2007, A simplified firm value-based risk discount bond pricing model, Review of Pacific Basin Financial Markets and Policies 10, No. 3, 445-468.【Taiwan NSC Ranking B; Finance Literature Index】
27. Yang, Sheng-Yung*, De-Wai Chou, Shuh-Chyi Doong, and Hung-Wei Lin, 2007, Financial analyst characteristics and accuracy in EPS forecasting, Journal of Management 24 (管理學報), No. 4, 469-484.【Taiwan Social Sciences Citation Index】
28. Yang, Sheng-Yung*, 2007, Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities, Applied Financial Economics 17, No. 10, 837-853.【NSC Ranking B+; Finance Literature Index】
29. Chiang, Thomas C. and Sheng-Yung Yang*, 2007, Foreign exchange risk premiums and relative asset return differentials, International Research Journal of Finance and Economics, No. 8, 181-195.【EconLit】
30. Doong, Shuh-Chyi and Sheng-Yung Yang, 2006, Is the correlation between stock prices and exchange rates higher during Asian financial crisis?, Finance Letters【EconLit】
31. 楊聲勇*、董澍琦、李昭蓉、黃喬郁,2006,台灣股票市場與期貨市場間價格與波動性傳遞關係之探討- EGARCH-DCC模型之應用,Journal of the Chinese Statistical Association 44 (中國統計學報), No. 4, 417-439.【EconLit】
32. Lin, Lin, Sheng-Yung Yang, and Chiou-Yan Wu, 2005, The impact of ADR listing on returns of underlying stocks in the emerging markets: a global perspective, Empirical Economics Letters 4, No. 5, 275-288.【EconLit】
33. Doong, Shuh-Chyi, Sheng-Yung Yang, and Thomas C. Chiang, 2005, Response asymmetries in the Asian stock markets, Review of Pacific Basin Financial Markets and Policies 8, No. 4, 637-658.【NSC Ranking B; Finance Literature Index】
34. Yang, Sheng-Yung*, 2005, A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers”, Applied Financial Economics Letters 1, No. 2, 89-93.【NSC Ranking B; Social Sciences Citation Index, 2014 Impact Factor = 0.613】
35. 楊聲勇、董澍琦、王澤世、張德立,2005,美國存託憑證與其標的股之報酬與波動性的日內動態傳遞研究-以亞洲四小龍為例,經濟與管理論叢,第一卷第二期,15-37。【EconLit】
36. 董澍琪、楊聲勇、藍淑鳳,2005,股票報酬與經濟成長—亞太新興國家之實證研究,東海管理評論,第七卷第一期,285-304。
37. Doong, Shuh-Chyi, Sheng-Yung Yang, and Alan T. Wang, 2005, The dynamic relationship and pricing of stocks and exchange rates: empirical evidence from Asian emerging markets, Journal of American Academy of Business 7, No. 1, 118-123.【ABI/Inform】
38. Chiang, Thomas C. and Sheng-Yung Yang, 2005, International asset excess returns and multivariate conditional volatilities, Review of Quantitative Finance and Accounting 24, No. 3, 295-312.【NSC Ranking A-; Finance Literature Index】
39. Yang, Sheng-Yung* and Shuh-Chyi Doong, 2004, Price and volatility spillovers between stock prices and exchange rates: empirical evidence from the G-7 countries, International Journal of Business and Economics 3, No. 2, 139-153.【Australian Business Deans Council 2014 Journal Rating B; EconLit】
40. Wang, Alan T. and Sheng-Yung Yang, 2004, Foreign exchange risk, world diversification and Taiwanese ADRs, Applied Economics Letters 11, No. 12, 755-758.【Social Sciences Citation Index, 2014 Impact Factor = 0.613】
41. 董澍琪、楊聲勇*、蔡佳宏,2004,中國大陸資本市場受美國、日本兩國股市報酬與波動性外溢效果之實證研究,台灣金融財務季刊,第五輯第三期,15-35。
42. Chiang, Thomas C. and Sheng-Yung Yang, 2003, Foreign exchange risk premiums and time-varying equity market risks, International Journal of Risk Assessment & Management 4, No. 4, 310-331.【ABI/Inform】
43. 董澍琪、楊聲勇*、楊明晶、謝岳志,2003,國家與產業因素對國際投資組合決策的影響--亞洲新興市場的實證結果,中山管理評論,第十一卷第一期,107-135。【Taiwan Social Sciences Citation Index】
44. 黎明淵、林修葳、郭憲章、楊聲勇,2003,美、日股市巨幅波動下的股市連動效果--美國、日本與亞洲四小龍股市實證結果,證券市場發展季刊,第十五卷第一期,117-144。【Taiwan Social Sciences Citation Index】
45. 董澍琪、楊聲勇*、紀妤瑩,2002,台灣多國籍企業外匯風險曝露之研究,亞太經濟合作評論,第九期,36-49。
46. Chiang, Thomas C., Sheng-Yung Yang, Alan T. Wang, 2000, Stock return and exchange rate risk: evidence from Asian stock markets based on a bivariate GARCH model, International Journal of Business 5, No. 2, 97-117.【EconLit】
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