Published Work
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Chien-Chiang Lee, Ting-Hsuan Chen*, Meng-Feng Yen (2024, Jan). The Dissemination of Politically-Motivated False Information and Its Influence on the Stock Market. Emerging Markets Finance and Trade.(forthcoming) https://doi.org/10.1080/1540496X.2023.2298266.
Do Manager Characteristics Matter in Equity Mutual Fund Performance? New Evidence Based on the Double-Adjusted Alpha
Do Manager Characteristics Matter in Equity Mutual Fund Performance? New Evidence Based on the Double-Adjusted Alpha
Jia-Hui Lin, Meng-Feng Yen*, and Wei-Cheng Hsieh (2022, Dec). Do Manager Characteristics Matter in Equity Mutual Fund Performance? New Evidence Based on the Double-Adjusted Alpha. Pacific Basin Finance Journal, 77, 101925, (SSCI, NSTC Finance A-tier 2) https://doi.org/10.1016/j.pacfin.2022.101925. NSTC 105-2410-H-006-014.
投資人情緒與舉債決策、債務期限關係
投資人情緒與舉債決策、債務期限關係
顏盟峯、廖麗凱、張文譯（2022年11月）。投資人情緒與舉債決策、債務期限之關係。中華會計學刊 (TSSCI 會計期刊)，18(2)， 251-292
Report Users’ Perceived Sentiments of Key Audit Matters and Firm Performance: Evidence from a Deep Learning-Based Natural Language Processing Approach
Report Users’ Perceived Sentiments of Key Audit Matters and Firm Performance: Evidence from a Deep Learning-Based Natural Language Processing Approach
Liu, Wu-Po, Meng-Feng Yen*, and Tai-Ying Wu (2022), Report Users’ Perceived Sentiments of Key Audit Matters and Firm Performance: Evidence from a Deep Learning-Based Natural Language Processing Approach. Journal of Information Systems, 36(3):191-209,(SSCI, NSTC Accounting A-tier 2), https://doi.org/10.2308/ISYS-2020-061. MOST 107-2410-H-006-030.
A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies
A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies
Meng-Feng Yen*, Yu-Pei Huang, Liang-Chih Yu, Yueh-Ling Chen (2021, Jun), A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies. Computational Economics, 59, 1677–1698. (SSCI, 45/159, Economics, Econometrics and Finance (miscellaneous); 363/693 Computer Science Applications ). MOST 107-2410-H-006-030.
A new perspective of performance comparison among machine learning algorithms for financial distress prediction
A new perspective of performance comparison among machine learning algorithms for financial distress prediction
Huang, Y.P. and Yen, M.-F. (2019), "A new perspective of performance comparison among machine learning algorithms for financial distress prediction," Applied Soft Computing, 83, https://doi.org/10.1016/j.asoc.2019.105663 （SCI)
Socially Responsible Investment Returns and News: Evidence from Asia
Socially Responsible Investment Returns and News: Evidence from Asia
Yen, M.-F., Shiu, Y.-M., and Wang, C.-F. (2019),"Socially Responsible Investment Returns and News: Evidence from Asia," Corporate Social Responsibility and Environmental Management,first published on 13 August 2019 https://doi.org/10.1002/csr.1833 (SSCI)
Grid-Based Crime Prediction Using Geographical Features
Grid-Based Crime Prediction Using Geographical Features
Lin, Y.-L., Yen, M.-F. and Yu*, L.-C. (2018), "Grid-Based Crime Prediction Using Geographical Features", International Journal of Geo-Information, 7(8), pp.298; https://doi.org/10.3390/ijgi7080298(SCI)
Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure
Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure
Liu, T.-H., Ke, J.-C., Yen, M.-F. and Hsu, Y.-L. (2017), "Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure", Communications in Statistics - Simulation and Computation, 46(1), pp.579-592 (SCI)
Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization
Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization
Yen, S. M.-F., Y.-L. Hsu and Y.-L. Hsiao (2015) "Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization," Asia Pacific Management Review, 20, pp. 275-284 （TSSCI)
Does Corporate Social Responsibility Deliver Alpha?
Does Corporate Social Responsibility Deliver Alpha?
Yen, M.-F., C.-H. Lin and Y.-T. Sun (2015) "Does Corporate Social Responsibility Deliver Alpha?" Journal of Economics and Management, 11(1), pp.23-45 (EconLit)
A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
Hsu, Y.-C., Kuan, C.-M. and Yen, M.-F. (2014), "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing", Journal of Financial Econometrics, 12(4), pp.730-755 (SSCI)
A Study on the Relationship of Manager Characteristics, Fund Characteristics and Risk Shifting
A Study on the Relationship of Manager Characteristics, Fund Characteristics and Risk Shifting
Lin, J.-H., M.-F. Yen and T.-M. Wang (2014), "A Study on the Relationship of Manager Characteristics, Fund Characteristics and Risk Shifting", Review of Securities and Futures Markets, 26:2, pp.1-42 (TSSCI, in Chinese)
Selecting Top Funds of Hedge Funds Based on Alpha and Other Performance Measures
Selecting Top Funds of Hedge Funds Based on Alpha and Other Performance Measures
Hsu, Y-L., Kuan, C-M., & Yen, S. M. F. (2013). Selecting Top Funds of Hedge Funds Based on Alpha and Other Performance Measures. In G. N. Gregoriou (Ed.),Reconsidering Funds of Hedge Funds:The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence(pp. 351–366). Academic Press: Elsevier Inc. (ISBN: 0124016995)
A Standby System with General Repair and Imperfect Switching
A Standby System with General Repair and Imperfect Switching
J.-C. Ke, M.-F. Yen, Y.-H. Liu and Y.-L. Hsu (2012), ‘A Standby System with General Repair and Imperfect Switching,’ Journal of Testing and Evaluation, 40(3), pp.440-446 (SCI)
Reexamining Covariance Risk Dynamics in International Stock Markets Using Quantile Regression Analysis
Reexamining Covariance Risk Dynamics in International Stock Markets Using Quantile Regression Analysis
M.-Y. Li and M.-F. Yen (2011) 'Reexamining Covariance Risk Dynamics in International Stock Markets Using Quantile Regression Analysis,' Acta Oeconomica, 61, pp. 33-59 (SSCI)
Profitability of Technical Analysis in Financial and Commodity Futures Markets - A Reality Check
Profitability of Technical Analysis in Financial and Commodity Futures Markets - A Reality Check
Yen, M.-F. and Y.-L. Hsu (2010) 'Profitability of Technical Analysis in Financial and Commodity Futures Markets - A Reality Check,' Decision Support Systems, 50, pp. 128-139 (SCI, 2009 IF=2.622, ranking: 4/73 in OR and Management Science) (國科會資管類A級優良期刊)
Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Markets,' Journal of Economics and Finance
Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Markets,' Journal of Economics and Finance
Yen, M.-F. and M.-H. Chen (2010) 'Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Markets,' Journal of Economics and Finance, 34, pp.113-141. (FLI, Econlit, 國科會財務類B+級期刊)
Lottery Premium in the Taiwan Stock Market
Lottery Premium in the Taiwan Stock Market
Chen, M.-H., S.J. Chen, M.-F. Yen, Y.-C. Shen (2008) 'Lottery Premium in the Taiwan Stock Market,' Asia Pacific Management Review, 13, pp.545-556 (TSSCI)
Determinants of Foreign Financing Policy Revisited- A Behavioral Finance Perspective
Determinants of Foreign Financing Policy Revisited- A Behavioral Finance Perspective
Li, M.-Y., M.-L.Wang, M.-F. Yen and S.-H. Chen (2007) ‘Determinants of Foreign Financing Policy Revisited- A Behavioral Finance Perspective,’ International Research Journal of Finance and Economics, 12, pp. 181-188. (EconLit)
GARCH Modelling and Forecasting in the Contexts of Structural Breaks and Periodicities
GARCH Modelling and Forecasting in the Contexts of Structural Breaks and Periodicities
Yen, M.-F. (2005) ‘GARCH Modelling and Forecasting in the Contexts of Structural Breaks and Periodicities,' Ph.D. Thesis, U. of Reading, U.K.
Temporal Aggregation of a Strong PGARCH(1,1) Process
Temporal Aggregation of a Strong PGARCH(1,1) Process
Yen, M.-F. (2005) ‘Temporal Aggregation of a Strong PGARCH(1,1) Process,' Journal of Financial Review (originally Chaoyang Financial Review), Vol 3, pp.1-28 (in Chinese)
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