My Research Papers, 1999-current

Yan He

 

The following provides a list of my published articles, as well as the first page of each article.

 

These articles may contain errors, and they are only for sharing my research info with students and colleagues.

 

· He, Y., Jing, R., Wang, Y., & Zhu, H. (forthcoming). Liquidity and Other Risk Factors: Evidence from the Chinese Stock Market. Advances in Pacific Basin Business, Economics and Finance. Emerald Publishing Limited.

· He, Y. & Wang, J. (2022). Does Market Timing Beat Dollar Cost Averaging? Journal of Finance Issues 20, 10-24.

· He, Y., & Long, F. (2021). What Has Gone Wrong with Japan’s Stock Performance over the Last Three Decades? Journal of Applied Business and Economics 23(5), 191-212.

· He, Y., & Long, F. (2020). DCF Valuation of Nonprofit Universities. Applied Finance and Accounting 6, 1-8. http://doi.org/10.11114/afa.v6i1.4553

· Long, F., & He, Y. (2018). Financial Effects of Private vs. Government Stock Ownership: Evidence from Literature of Listed Chinese Companies. The Chinese Economy 51, 263-289.

· He, Y., Wang, J., & Wu, C. (2016). Superior vs. Inferior Voting Shares: Price Premium or Discount? Journal of Modern Accounting and Auditing 12, 306-318. http://doi.org/10.17265/1548-6583/2016.06.002

· He, Y., Wang, J., & Wei, K.C.J. (2014). A Comprehensive Study of Liquidity before and after SEOs and SEO Underpricing. Journal of Financial Markets 20, 61-78.

· He, Y., Wang, J., & Wu, C. (2013). Domestic versus Foreign Equity Shares: Which are More Costly to Trade in the Chinese Market? International Review of Economics and Finance 27, 465-481.

· He, Y. & Wang, J. (2012). Stock Split Decisions: A Synthesis of Theory and Evidence. Journal of Applied Finance 22, 124-142.

· He, Y., Wang, J., & Wei, K.C. (2011). Do Bond Rating Changes Affect the Information Asymmetry of Stock Trading? Journal of Empirical Finance 18, 103-116.

· He, Y., Lin, H., Wu, C., & Dufrene, U. B. (2009). The 2000 Presidential Election and the Information Cost of Sensitive versus Non-Sensitive S&P 500 Stocks. Journal of Financial Markets 12, 54-86.

· He, Y., Lin, H., Wang, J., & Wu, C. (2009). Price Discovery in the Round-the-Clock U.S. Treasury Market. Journal of Financial Intermediation 18, 464-490.

· Li, H., Wang, J., Wu, C., & He, Y. (2009).  Are Liquidity and Information Risks Priced in the Treasury Bond Market? Journal of Finance 64, 467-503.

· He, Y., Wu, C., & Dufrene, U. B. (2008).  Value Growth Rate and Value-to-Price Ratio: Forecasting Returns of the S&P 500 Composite Index. Advances in Financial Planning and Forecasting 3, 163-192.

· Dufrene, U. B. & He, Y. (2007). Southern Indiana Bank Deposit Market. INContext 8(3), 12-14. http://www.incontext.indiana.edu/2007/march/6.asp

· Dufrene, U. B. & He, Y. (2007). New Residential Permit Trends in Southern Indiana. INContext 8(1), 10-12. http://www.incontext.indiana.edu/2007/january/5.asp

· He, Y. (2006). The 1997 NASDAQ Trading Rules. Encyclopedia in Finance. Kluwer Publishing Co.

· He, Y. (2006). Decimal Trading in the U.S. Stock Markets. Encyclopedia in Finance. Kluwer Publishing Co.

· He, Y. (2006). Chinese A and B Shares. Encyclopedia in Finance. Kluwer Publishing Co.

· He, Y. & Wu, C. (2006).  Is Stock Price Rounded for Economic Reasons in the Chinese Markets? Global Finance Journal 17, 119-135.

· He, Y. & Wu, C. (2005).  The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading costs. Journal of Financial Research 28, 77-96.

· He, Y. & Wu, C. (2004).  Price Rounding and Bid-Ask Spreads before and after the Decimalization. International Review of Economics and Finance 13, 19-42.

· He, Y. & Wu, C. (2003).  The Post-Reform Bid-Ask Spread Disparity between NASDAQ and the NYSE. Journal of Financial Research 26, 207-224.

· He, Y. & Wu, C. (2003).  What Explains the Bid-Ask Spread Decline after Nasdaq Reforms. Financial Markets, Institutions and Instruments 12, 347-376.

· He, Y., Wu, C. , & Chen, Y. (2003).  An Explanation of the Volatility Disparity between the Domestic and Foreign Shares in the Chinese Stock Markets. International Review of Economics and Finance 12, 171-186.

· Wu, C., Chen, C. , & He, Y. (2003).  The Performance of East Asian Economies and Financial Markets since the 1997 Financial Crisis. Review of Pacific Basin Financial Markets and Policies 6, 113-140.

· He, Y. & Long, F. (2003).  Market Expansion vs. Cost Reduction: A Financial Analysis of Foreign Direct Investment Advantages for Multinational Enterprises. Japan and the World Economy 15, 407-417.

· He, Y. & Wu, C. (2001).  Further Evidence on Mean Reversion in Index Basis Changes. Financial Review 36, 95-125.

· He, Y. & Long, F. (2001).  The Determination of Front-end Financial Targets in IJVs: A Decision-Making Model for MNEs. Management Research News 24, 17-30.

Note: I started to teach as an assistant professor in 1999, and published my first paper in 2001.