Publication

Yu, Hsin-Yi, Li-Wen Chen, and Chang-Yi Chen, 2022, The profitability effect: An evaluation of alternative explanations, Pacific-Basin Finance Journal, Vol. 72, forthcoming. (SSCI, MOST A Tier 2).

Wang, Wen-Kai, Li-Wen Chen, and Hsin-Yi Yu, 2020, A price-based delta-hedging strategy, Journal of Futures and Options, 13, 51-86. (TSSCI)

Yu, Hsin-Yi, Kuan-Hua Lee, Mu-Shu Yun, 2019, Deviation between Individual Unexpected Earnings and Industry Unexpected Earnings and Equity Pricing: Psychological Biases or Risk Premium? Journal of Financial Studies (財務金融學刊), 27(2), 33-74. (TSSCI)

Chen, Li-Wen, Hsin-Yi Yu, and Wen-Kai Wang, 2018, Evolution of Historical Prices in Momentum Investing, Journal of Financial Markets, 37, 120-135. (SSCI, MOST A Tier 1).

Chen, Li-Wen and Hsin-Yi Yu, 2017, Corporate Governance, Political Involvement, and Internationalization: An Empirical Investigation in Japan and Taiwan, Research in International Business and Finance, 39, 640-655. (JEL, FLI, EconLit, MOST B).

Hsin-Yi Yu and Li-Wen Chen, 2017, Ambiguous Customer Identity Disclosure and the Cost of Equity Capital, Review of Pacific Basin Financial Markets and Policy, 20, 1-29. (JEL, FLI, EconLit, MOST B).

陳立文、余歆儀、紀怡禎，2016，公司本益比和產業平均本益比之間的偏離程度與橫斷面股票報酬: 風險或行為?，「證券市場發展季刊」，28:1，1-38。(TSSCI)

Chen, Li-Wen, Hsin-Yi Yu, and Hsu-Huei Huang, 2015, Revisiting the earnings–price effect: The importance of future earnings, Finance Research Letters, 13, 90-96. (MOST A-)

Yu, Hsin-Yi, 2012, Where Are the Smart Investors? New Evidence of the Smart Money Effect, Journal of Empirical Finance, 19, 51-64. (SSCI, MOST A Tier 1)

Yu, Hsin-Yi and Brian Main, 2012, Political Intervention, Corporate Governance and Firm Performance: An Empirical Investigation in Japan and Taiwan, Accounting and Finance Research, 1, 134-151.

Yu, Hsin-Yi, 2010, Politically Connected Boards and the Structure of CEO Compensation Packages in Taiwanese Firms, Asia-Pacific Journal of Financial Studies, 39, 578–606. (SSCI, MOST B+)

Yu, Hsin-Yi and Shu-Fan Hsieh, 2010, The Effect of Attention on Buying Behavior during a Financial Crisis: Evidence from the Taiwan Stock Exchange, International Review of Financial Analysis, 19, 270–280. (SSCI, MOST A-)