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1. Chen, Chang-Chih, Kung-Cheng Ho, Cheng Yan, Chung-Ying Yeh, and Min-Teh Yu, 2023, “Does Ambiguity Matter for Corporate Debt Financing? Theory and Evidence,” Journal of Corporate Finance (SSCI, 國科會財務類 A tier 1 級期刊), forthcoming.
2. Yeh, Shih-Kuo, Wan-Ru Yang, Ren-Raw Chen, and Chung-Ying Yeh, , 2022, “Stock Liquidity Risk and Cash Preservation,” Review of Pacific Basin Financial Markets and Policies(國科會財務類 B 級期刊), 25-1-21.
3. Chen, Yao-Tsung, Chunchi Wu, and Chung-Ying Yeh, 2022, “Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds,” Review of Asset Pricing Studies (SSCI, 國科會財務類 A tier 1 級期刊), 12, 754-807. (Corresponding author)
4. 葉宗穎、陳仁遶、林丙輝、葉仕國, 2022, “透過信用違約交換報價與公司債殖利率萃取流動性風險因子之探討,” NTU Management Review (TSSCI, Leading article), 32, 1-43.
5. Zhang, Bing, Wei Zhen, and Chung-Ying Yeh, 2021, “Turnover premia in China’s Stock Market,” Pacific-Basin Finance Journal (SSCI), 65, 101487.
6. 葉宗穎、葉仕國、林丙輝、陳振宇, 2020, “考慮流動性風險的選擇權評價與保證金調整之研究,” Review of Securities and Futures Market (TSSCI), 32, 73-118.
7. Liu, Sheen, Wu, Chunchi, Chung-Ying Yeh, and Woongsun Yoo, 2019, “What Drives Systemic Credit Risk: Evidence from the US State CDS Market,” Journal of Fixed Income (SSCI,), 28, 5-45.
8. Yeh, Shih-Kuo, Chng-Ying Yeh, Wan-Ru Yang, and Kuo-Ming Lu, 2017, “Is Systemic Liquidity Risk priced in Taiwan Emerging Stock Market?” Advances in Financial Planning and Forecasting, 8, 130-169.
9. Jiao-Hui, Yang, Wei, Wang, Kai-Li Wang, Chung-Yung Yeh, 2018, “Capital Intensity, Natural Resources and Institution Risk Preference of Chinese Outward Direct Investment,” International Review of Economics and Finance(SSCI), 55. 259-272.
10. Lin, S.Y., Chung-Ying Yeh, and J. Hsu, 2017, “What Drive the Yield Spread between Dim Sum Bonds and Domestic Corporate Bonds,” Journal of Futures and Options (TSSCI, Corresponding author), 10, 81-117.
11. Chung, C.F. and C.Y. Yeh, 2017, “Strategic Asset Allocation with Narrow Framing/Loss Aversion,” Review of Securities and Futures Market (TSSCI, Corresponding author), 29:2, 107-156.
12. Chung, S.L., C.W. Kao, Chunchi Wu, and C.Y. Yeh, 2015, “Counterparty Risk in the Municipal Bond Market,” Journal of Fixed Income (SSCI), 25, 7-33. (Leading article)
13. Yeh, C.Y., H., Hsu, K., Wang, and C., Lin, 2015, “Explaining Default Risk anomaly by the Two-Beta Model,” Journal of Empirical Finance (SSCI, Corresponding author), 30, 16-30.
14. Yeh, S.K., R.R. Chen, C.Y. Yeh, and B.H. Lin, 2015, “Investigate the Liquidity Discount on the Assets of Taiwan’s Listed Market,” Review of Securities and Futures Market (TSSCI), 27, 1-32. (Leading article, Best Paper Award)
15. Yeh, C.Y., S.K. Yeh, and Ren-Raw Chen, 2014, “Liquidity Discount in the Opaque Market: the Evidence from Taiwan’s Emerging Stock Market,” Pacific-Basin Finance Journal (SSCI, Corresponding author), 29, 297-309.
16. Chung, S.L., C.H., Hung, and C.Y. Yeh, 2012, “When Does Investor Sentiment Predict Stock Returns,” Journal of Empirical Finance (SSCI, Corresponding author), 19, 217-240. (Most cited paper, Corresponding author)
17. Chung, S.L., C.M., Chu, H.H., Lee, and C.Y. Yeh, 2011, “Applying Control Variate Technique to the Monte Carlo Simulation of Option Prices,” Journal of Futures and Options (TSSCI), 4, 35-68.
18. Yeh, C.Y., S., Yeh, and H.S., Ju, 2013, “Pricing Stock Options by Bivariate Binomial Lattices,” Journal of Financial Studies (TSSCI), 21, 53-81.
19. Chung, S.L. and C.Y. Yeh, 2011, “Predicting Market Regimes and Stock Returns Using Investor Sentiment,” Review of Securities and Futures Market (TSSCI), 23:2, 1-28. (Best Paper Award)
20. Chung, S.L., K., Ko, M., Schackleton, and C.Y. Yeh, 2010, “Efficient Quadrature and Node Positioning for Exotic Option Valuation,” Journal of Futures Markets (SSCI), 30, 1026–1057.
21. Duan, Jin-Chuan. and C.Y. Yeh, 2010, “Jump and Volatility Risk Premiums Implied by VIX,” Journal of Economic Dynamics and Control (SSCI), 34, 2232-2244. (Leading article)
22. Chung, S.L., P.T. Shih, and C.Y. Yeh, 2008, “Binomial Option Pricing Models with Monotonic and Smooth Convergence Property,” Journal of Futures and Options (TSSCI), 2, 47-71.
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1. “Jump and Volatility Risk Premiums Implied by VIX,” (with Jin-Chuan Duan) presented at the Northern Finance Association 2007 Meeting in Toronto, the 17th Annual Derivatives Securities and Risk Management Conference in Arlington, Virginia, the 2007 Far Eastern Meeting of the Econometric Society, the 2007 International Symposium on Financial Engineering and Risk Management, the 2th Annual Conference of Risk Management Institute, National University of Singapore, the 2008 NTU International Conference on Finance, National Taiwan University, the seminar at National University of Singapore, Soochow University, National Tsing-Hua University, National Chiao-Tung University and National Chi-Nan University.
2. “Strategic Asset Allocation Under Narrow Framing/Loss Aversion and Volatility Feedback Effect,'' (with Ching-Fan Chung) presented at the 13th Conference on the Theories and Practices of Securities and Financial Markets , Kaohsiung, Taiwan, the 3th Annual Conference of Risk Management Institute, National University of Singapore, the seminar at National Taiwan University, National Central University, and National Chung-Cheng University.
3. “Investor Sentiment, Regimes and Stock Returns,” (with San-Lin Chung) presented at the 2009 International Conference of Quantitative Finance and Risk Management, National Chiao-Tung University, the 7th NTU International Conference on Economics, Finance, and Accounting, and the 2009 International Conference of Taiwan Finance Association.
4. “Dynamic Asset Allocation with Distorted Beliefs,” (with San-Lin Chung), presented at the 2009 European Financial Management Association Annual Conference, Milan, Italy.
5. “When Does Investor Sentiment Predict Stock Returns,” (with San-Lin Chung and Daniel Hung) resented at the 2010 European Financial Management Association Annual Conference, Aarhus, Denmark, and the 2010 Financial Management Association Annual Conference, New York.
6. “Price and Volatility Dynamics Implied by the VIX Term Structure” (with Jin-Chuan Duan), presented at SMU-ESSEC Symposium on Empirical Finance & Financial Econometrics, 2011, Singapore, Fourth Annual Society for Financial Econometrics Conference, 2011, University of Chicago; the 2012 Financial Management Association Annual Conference, Atlanta.
7. “Counterparty Risk in the Municipal Bond Market,” (with Chung, S.L., C.W. Kao, Chunchi Wu), presented at (i) the 2013 International Conference on Corporate Finance and Financial Markets, Hong Kong, (ii) 2013 the 10th International Conference on Economics, Finance and Accounting (2013 IEFA), (iii) the 5th Conference on Cross-Strait Banking and Finance (2013 CSBF)
8. “Explaining Default Risk anomaly by Two-Beta Model” (with H., Hsu, K., Wang, and C., Lin), the IFABS 2013 Conference in Nottingham, United Kingdom.
9. “What Drives Systemic Credit Risk: Evidence from the US State CDS Market,” (with Wu, Chunchi, and Woongsun Yoo), accepted by (i) the 2015 SFS Finance Cavalcade, (ii) the 2015 Financial Management Association Annual Conference, Florida.
10. “What Drives the Low-Nominal-Price Return Premium in China Stock Market,” (with Bing Zhang), (i) the IFABS 2017 Conference in Ninbo, China. (ii) the 2018 Financial Management Association Annual Conference, San Diego.
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