| When does investor sentiment predict stock returns? SL Chung, CH Hung, CY Yeh Journal of Empirical Finance 19 (2), 217-240, 2012 | 402 | 2012 |
| Jump and volatility risk premiums implied by VIX JC Duan, CY Yeh Journal of Economic Dynamics and Control 34 (11), 2232-2244, 2010 | 172 | 2010 |
| Capital intensity, natural resources, and institutional risk preferences in Chinese outward foreign direct investment JH Yang, W Wang, KL Wang, CY Yeh International Review of Economics & Finance 55, 259-272, 2018 | 72 | 2018 |
| Price and volatility dynamics implied by the VIX term structure JC Duan, CY Yeh Available at SSRN 1788252, 2011 | 26 | 2011 |
| Efficient quadrature and node positioning for exotic option valuation SL Chung, K Ko, MB Shackleton, CY Yeh Journal of Futures Markets 30 (11), 1026-1057, 2010 | 10 | 2010 |
| Counterparty Credit Risk in the Municipal Bond Market SL Chung, CW Kao, C Wu, CY Yeh Journal of Fixed Income, 2015 | 8 | 2015 |
| Turnover premia in China's stock markets B Zhang, W Chen, CY Yeh Pacific-Basin Finance Journal 65, 101487, 2021 | 7 | 2021 |
| Explaining the default risk anomaly by the two-beta model CY Yeh, J Hsu, KL Wang, CH Lin Journal of Empirical Finance 30, 16-33, 2015 | 6 | 2015 |
| Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market CY Yeh, SK Yeh, RR Chen Pacific-Basin Finance Journal 29, 297-309, 2014 | 6 | 2014 |
| Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds YT Chen, C Wu, CY Yeh The Review of Asset Pricing Studies 12 (3), 754-807, 2022 | 3 | 2022 |
| What Drives Systemic Credit Risk? Evidence from the US State CDS Market S Liu, C Wu, CY Yeh, W Yoo The Journal of Fixed Income 28 (4), 2017 | 3 | 2017 |
| Pricing stock options by bivariate binomial lattices CY Yeh, SK Yeh, HS Ju 財務金融學刊 21 (1), 53-81, 2013 | 2 | 2013 |
| Price and volatility dynamics implied by the VIX term structure (Working Paper) JC Duan, CY Yeh Singapore, Singapore: National University of Singapore, 2012 | 2 | 2012 |
| Applying control variate technique to the Monte Carlo simulation of option prices HH Lee Journal of Futures and Options 4 (1), 35-68, 2011 | 2 | 2011 |
| Does ambiguity matter for corporate debt financing? Theory and evidence CC Chen, KC Ho, C Yan, CY Yeh, MT Yu Journal of Corporate Finance 80, 102425, 2023 | 1 | 2023 |
| Stock liquidity risk and cash preservation SK Yeh, WR Yang, RR Chen, CY Yeh Review of Pacific Basin Financial Markets and Policies 25 (04), 2250032, 2022 | 1 | 2022 |
| What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market S Liu, C Wu, CY Yeh, W Yoo The Journal of Fixed Income, 2019 | 1 | 2019 |
| IS SYSTEMATIC LIQUIDITY RISK PRICED IN TAIWAN EMERGING STOCK MARKET? SK Yeh, CY Yeh, WR Yang, KM Lu Advances in Financial Planning and Forecasting, 139-160, 2017 | 1 | 2017 |
| Predicting market regimes and stock returns using investor sentiment SL Chung, CY Yeh 證券市場發展季刊 23 (2), 1-28, 2011 | 1 | 2011 |
| Strategic asset allocation with distorted beliefs SL Chung, MW Hung, TW Wei, CY Yeh International Review of Economics & Finance 89, 804-831, 2024 | | 2024 |
