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My Research Publications, 1999-current Yan He School of Business Indiana University Southeast
The following provides a list of my research publications, as well as the DOI or other links.
· He, Y., Wang, J., & Dufrene, U. (2024). Do Treasury Nominal Securities and Treasury Inflation-Protected Securities Deliver Equivalent Returns? Journal of Finance and Economics 12, 15-23. DOI: 10.12691/jfe-12-1-2 · He, Y., Jing, R., Wang, Y., & Zhu, H. (2024). Liquidity and Other Risk Factors: Evidence from the Chinese Stock Market. Advances in Pacific Basin Business 12, 165-192. DOI: 10.1108/s2514-465020240000012007 · He, Y. & Wang, J. (2022). Does Market Timing Beat Dollar Cost Averaging? Journal of Finance Issues 20, 10-24. DOI: 10.58886/jfi.v20i2.3353 · 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. DOI: 10.33423/jabe.v23i5.4573 · He, Y., & Long, F. (2020). DCF Valuation of Nonprofit Universities. Applied Finance and Accounting 6, 1-8. DOI: 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. DOI: 10.1080/10971475.2017.1399099 · 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. DOI: 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. DOI: 10.1016/j.finmar.2014.03.004 · 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. DOI: 10.1016/j.iref.2013.01.002 · He, Y. & Wang, J. (2012). Stock Split Decisions: A Synthesis of Theory and Evidence. Journal of Applied Finance 22, 124-142. SSRN: 2689804 · 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. DOI: 10.1016/j.jempfin.2010.06.001 · 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. DOI: 10.1016/j.finmar.2008.04.004 · 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. DOI: 10.1016/j.jfi.2009.01.001 · 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. DOI: 10.1111/j.1540-6261.2008.01439.x · 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. DOI: 10.6292/afpf.2008.03.07 · Dufrene, U. B. & He, Y. (2007). Southern Indiana Bank Deposit Market. INContext 8(3), 12-14. · Dufrene, U. B. & He, Y. (2007). New Residential Permit Trends in Southern Indiana. INContext 8(1), 10-12. · He, Y. (2006). The 1997 NASDAQ Trading Rules. Encyclopedia in Finance. Kluwer Publishing Co. DOI: 10.1007/978-3-030-91231-4_18 · He, Y. (2006). Decimal Trading in the U.S. Stock Markets. Encyclopedia in Finance. Kluwer Publishing Co. DOI: 10.1007/978-3-030-91231-4_17 · He, Y. (2006). Chinese A and B Shares. Encyclopedia in Finance. Kluwer Publishing Co. DOI: 10.1007/978-3-030-91231-4_16 · He, Y. & Wu, C. (2006). Is Stock Price Rounded for Economic Reasons in the Chinese Markets? Global Finance Journal 17, 119-135. DOI: 10.1016/j.gfj.2006.06.008 · 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. DOI: 10.1111/j.1475-6803.2005.00115.x · 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. DOI: 10.1016/S1059-0560(03)00035-2 · He, Y. & Wu, C. (2003). The Post-Reform Bid-Ask Spread Disparity between NASDAQ and the NYSE. Journal of Financial Research 26, 207-224. DOI: 10.1111/1475-6803.00055 · He, Y. & Wu, C. (2003). What Explains the Bid-Ask Spread Decline after Nasdaq Reforms. Financial Markets, Institutions and Instruments 12, 347-376. DOI: 10.1046/j.0963-8008.2003.00002.x · 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. DOI: 10.1016/S1059-0560(03)00003-0 · 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. DOI: 10.1142/S021909150300102X · 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. DOI: 10.1016/S0922-1425(02)00048-8 · He, Y. & Wu, C. (2001). Further Evidence on Mean Reversion in Index Basis Changes. Financial Review 36, 95-125. DOI: 10.1111/j.1540-6288.2001.tb00006.x · 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. DOI: 10.1108/01409170110782441
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