20092020

Research output per year

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Personal profile

Research Interests

Applied Econometrics, Financial Risk Management, Investments

Experience

2014/8 ~ present Director of Global Affairs of College of Management

Education/Academic qualification

PhD, City University of New York

External positions

Fingerprint Dive into the research topics where Yi-Hou Huang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Projects

Asymmetric Impact on Stock Returns: Evidences from Firms' Time Zones and Overnight Returns

Huang, Y.

1/08/2031/07/21

Project: Government MinistryMinistry of Science and Technology

Mispricing Mechanism of Stocks: Evidence from Momentum Crashes

Huang, Y.

1/08/1931/07/20

Project: Government MinistryMinistry of Science and Technology

Interactive Dynamics between Return Volatility and Momentum Effect

Huang, Y.

1/08/1731/07/18

Project: Government MinistryMinistry of Science and Technology

Interactive Relationship between Liquidity and Momentum Effect

Huang, Y.

1/08/1631/07/17

Project: Government MinistryMinistry of Science and Technology

Idiosyncratic Volatility and Stock Price Momentum

Huang, Y.

1/08/1515/08/16

Project: Government MinistryMinistry of Science and Technology

Research Output

Asymmetrical impacts from overnight returns on stock returns

Huang, A. Y. H., Hu, M. C. & Truong, Q. T., 2020, (Accepted/In press) In : Review of Quantitative Finance and Accounting.

Research output: Contribution to journalArticle

  • Asymmetric dynamics between informed trading activity and credit default swaps

    Hu, W. C. & Huang, Y-H., 1 Dec 2018, In : Journal of Derivatives. 26, 2, p. 70-85 16 p.

    Research output: Contribution to journalArticle

    Impacts of implied volatility on stock price realized jumps

    Huang, Y-H., 1 Dec 2016, In : Economic Systems. 40, 4, p. 622-630 9 p.

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    Value at risk estimation by threshold stochastic volatility model

    Huang, Y-H., 26 Sep 2015, In : Applied Economics. 47, 45, p. 4884-4900 17 p.

    Research output: Contribution to journalArticle

  • 6 Scopus citations

    Dynamics of sovereign credit contagion

    Huang, Y-H., Chen, C. C. & Shen, C. H., 1 Sep 2014, In : Journal of Derivatives. 22, 1, p. 27-45 19 p.

    Research output: Contribution to journalArticle

  • 3 Scopus citations