Research - Jasmine's Publications

My research interests include but not limit to (1) Investment: mutual fund performance measurement, market reactions to corporate announcements or any economic news, IPO related subject; (2) Corporate Finance: financial distress, insider trading; (3) International Finance: emerging markets’ investment related subjects.

Refereed Publications

• "Insider Trading Around Stock Split Announcement" (with Yulong Ma and Huie-Lian Sun), Journal of Applied Business Research, Summer 2000, Vol. 16. No. 3. pp13-25.

• "An Empirical Examination of An Emerging Market’s Mutual Fund Performance" (with Janie Chang, Yulong Ma and Hui-Mei Tsai), Journal of Accounting and Finance Research, Fall 1999, Vol. 7, No. 2. pp 72-82.

• "Can Insiders Bail Themselves Out Before Private Renegotiation?" Review of Finance Economics, 1998, Vol. 7, No. 2. pp 197-221.

• "Examination of Price Volatility when Brokerage Firms Initiated Downgrade Recommendations" (with Yulong Ma and Peter Ammermann), forthcoming in the proceedings of 2000 Decision Science Institute annual meeting.

• "Stock Reaction to Coverage Initiated by Brokerage Firms" (with Yulong Ma), forthcoming in the proceedings of 2000 Academy of Business Administration annual meeting.

• "The Tracking Performance between Chinese Stock Market and Performance of Taiwanese Corporation with Investment in China" (with Hui-Mei Tsai and Janie Chang), proceedings of 1999 American Academy of Accounting and Finance annual meeting.

• "A Case Study: Does Momentum Exist in Internet Sector?" (with Peter Kwiatkowski and Janie Chang), proceedings of 1999 American Academy of Accounting and Finance annual meeting.

• An Empirical Examination of An Emerging Market’s Mutual Fund Performance" (with Janie Chang, Yulong Ma and Hui-Mei Tsai), proceedings of 1998 American Academy of Accounting and Finance annual meeting.

• "New Empirical Evidence of Taiwan Mutual Fund Performance" (with Janie Chang), proceedings of 1997 ACME Association of International Conference.

• "Using An Information Signaling Model to Investigate the Interaction between Financial Restructuring Mechanisms and Insider Trading", proceedings of 1997 Decision Science Institute annual meeting.

Presentations

• "The Impact of Chinese Yuan Depreciation on Export and Economic Growth of Pacific Basic Countries – An Application of Global Trade Analysis Project (GTA) Model" (with Hui-Mei Tsai and Janie Chang), forthcoming in the 2000 American Academy of Accounting and Finance annual meeting.

• "Experience, Opportunities, and Problems Encountered in the Finance Self-Study Assessment Process" (with Ted Azarmi and Yulong Ma), 2000 Symposium on Collegiate School of Business Teaching, CSULB.

• "A Reexamination of the Value Line Stock Highlight" (with Yulong Ma), 1998 Financial Management Association annual meeting.

• "Can Insider Trading Patterns Predict the Resolution of Financial Distress?" 1997 Western Finance Association annual meeting.

• "Can Insiders Bail Themselves Out Before Private Renegotiation?" 1997 Financial Management Association annual meeting.

Working Papers

• "The Impact of Investing in Emerging Markets on Firms Performance: An Exploratory Study of Taiwanese Multinational Enterprises" (with Hui-Mei Tsai and Janie Chang) under review of Global Finance Journal

• "Suggestions on Investment Strategies: Will Momentum Explain the Performance of Internet Stocks? (with Janie Chang and Perter Kwiatkowski) under review of Journal of Accounting and Finance Research

• "The Trading Volatility between the Long-Term Bond Yield and the Performance of Equity Market"

• "Post IPO Performance of ADR"

• "Symmetric or Asymmetric Price Reaction to Brokerage Firms’ Upgrade and Downgrade Recommendations"

• "The Impact on Price Volatility when Firms Adding to S&P 500 Index"