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Kenneth Yung
PROFESSOR
kyung@odu.edu
757-683-3573
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Kenneth Yung
PROFESSOR
Publications
Research
Background
Contact
Publications
Selected Publications
Articles In Academic Journals
Filter
Year
Title
2018
Managerial Ability and firm risk-taking behavior
.
Review of Quantitative Finance and Accounting
. 1005-1032.
2017
Effects of the shareholder base on firm behavior and firm value in China
.
International Review of Economics and Finance
. 370-385.
2017
Investor attention and the expected returns of reits
.
International Review of Economics and Finance
. 423-439.
2017
Managerial Decision Horizon and REITs
.
Review of Behavioral Finance
. 63-78.
2016
The Interaction of Short-term Reversal and Momentum Strategies
.
JOURNAL OF PORTFOLIO MANAGEMENT
. 96-107.
2015
CEO Overconfidence and Financial Policies of Real Estate Investment Trusts
.
Journal of Property Research
. 384-406.
2015
Idiosyncratic Risk and Earnings Noncommonalty
.
International Journal of Business and Finance Research
. 1-17.
2015
The value of financial flexibility in emerging countries
.
Journal of Multinational Financial Management
. 25-41.
2014
Aborted Share Repurchases and Earnings Quality
.
MANAGERIAL FINANCE
. 846-863.
2014
Creditor Rights and Corporate Cash Holdings: International Evidence
.
International Review of Economics and Finance
. 117-127.
2014
Earnings Management and Corporate Spinoffs
.
Review of Quantitative Finance and Accounting
. 275-300.
2013
Acquirer's Earnings Quality and the Choice of Payment Method in Mergers and Acquisitions
.
MANAGERIAL FINANCE
. 979-1000.
2013
Do Neglected Frims Suffer from Information Deficit?
.
International Journal of Business and Finance Research
. 31-44.
2012
Earnings Quality and Corporate Cash Holdings
.
Accounting and Finance/Blackwell
. 543-571.
2012
Motives for mergers and acquisitions: ex post market evidence from the US
.
Journal of Business Finance and Accounting
. 1353-1375.
2012
Trading Volume and Overconfidence with Differential Information and Heterogeneous Investors
.
Journal of Behavioral Studies in Business
. 77-106.
2011
Do State Enterprises manage earnings more than privately owned firms? The case of China.
.
Journal of Business Finance and Accounting
. 794-812.
2010
Investor Overconfidence in REIT Stock Trading
.
Journal of Real Estate Portfolio Management
. 39-57.
2010
Investor Recognition and REIT Returns
.
Journal of Real Estate Portfolio Management
. 141-157.
2009
Idiosyncratic Risk and Expected REIT Returns
.
Journal of Real Estat Portfolio Management
. 45-57.
2009
Implications of Futures Volume: Speculators versus Hedgers
.
Journal of Asset Management
. 318-337.
2009
Investor Sentiment and REIT Returns
.
Journal of Real Estate Finance and Economics
. 450-471.
2007
REIT Return Volatility: Between the Atlantic and the Pacific
.
Review of Accounting and Finance
. 25-37.
2007
Real Estate Mutual Funds: A style Analysis
.
Review of Financial Services
. 138-151.
2006
Equity Capital Flows and Demand for REITs
.
Journal of Real Estate Finance and Economics
. 275-291.
2006
Stock return Autocorrelation and Institutional Investors: The Case of ADRs
.
Review of Accounting and Finance
. 54-70.
2004
Institutional Herding in the ADRs Market
.
Review of Quantitative Finance and Accounting
. 5-17.
2004
Real Estate Mutual Funds: Performance and Persistence
.
Journal of real Estate Research
. 69-93.
2004
Short Interests in REITs
.
International Real Estate Review
. 56-70.
2002
Value of Multinationality, managerial compensation, and managerial discretion
.
Journal of Business Finance and Accounting
. 55-73.
2001
Foreign Acquisitions and Managerial Discretion
.
Review of Quantitative Finance and Accounting
. 53-64.
2001
Withdrawn Spinoffs: An Empirical Analysis
.
Journal of Financial Research
. 603-616.
2000
Firm Reputation and Insider Trading: The Investment Banking Industry
.
Quarterly Journal of Business and Economics
. 49-67.
2000
Is There News in the Club?
.
Journal of Financial Research
. 311-330.
1999
Insurance IPOs: A test of the Underpricing Theories
.
Journal of Insurance Issuances
. 35-48.
1997
Price Dynamics among Exchange Rates, Stock Index, and Treasury Bonds in Futures Markets
.
Advances in Investment Analysis and Portfolio Management
. 65-76.
1997
Reverse LBO and Underpricing: Information Asymmetry or Price Support?
.
Journal of Applied Business Research
. 67-77.
1996
Employers' Accounting for Post-Retirement Benefits Other than Pensions and Shareholders Wealth: Evidence from Regulated Industries
.
Journal of Business and Economic Perspectives
. 156-163.
1994
Atlantic and Pacific Capital Markets - Correlation and Volatility Transmission
.
Global Finance Journal
. 103-119.
1994
Conditional Heteroskedasticity and the Weekend Effect in S&P 500 Index Futures
.
Journal of Business Finance and Accounting
. 603-612.
1994
Curreny Futures Hedging: GARCH vs OLS
.
Journal of Multinational Financial Management
. 45-67.
1994
Intra and Inter-Industry Contagion Effects: Oil and Oil-related Industries
.
Journal of Business Finance and Accounting
. 1059-1070.
1993
Benefits of International Diversification: The Case of ADRs
.
International Review of Economics and Business
. 865-880.
1993
Investor's Information and IPO Underpricing: The Case of ADRs
.
Journal of International Securities
. 341-348.
1993
Weekly Pattern in Treasury Bond Futures and Garch Effects
.
Review of Futures Markets
.
1992
ADRs, Investors' Information and Initial Public Equity Offerings (IPO) Underpricing
.
JOURNAL OF INTERNATIONAL SECURITIES MARKETS
. 341-348.
1992
Inter-Currency Transmission of Volatility in Foreign Exchange Futures
.
Journal of Futures Markets
. 609-620.
1992
Investor's Information and IPO Underpricing: The Case of ADRs
.
Journal of International Securities
. 341-348.
1992
Pure Interest Arbitrage, Debt Denomination, and Currency Futures
.
Journal of Multinational Financial Management
. 95-112.
1991
A GARCH Examination of the Relationship between Volume and Price Variability in Futures Markets
.
Journal of Futures Markets
. 613-621.
1991
Bank failure and Contagion Effects: Evidence from Hong Kong
.
Journal of Financial Research
. 153-165.
1991
Corporate Headquarters Relocation: Evidence from the Capital Markets
.
Journal of the American Real Estate and Urban Economics Association (AREUEA Journal)
. 583-599.
1989
Trader Rationality in the Exercise of Futures Options
.
Journal of Financial Economics
. 339-361.
Research
Grants
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1996
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1995
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1994
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1993
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1992
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1991
Old Dominion University Faculty Research Fellowship Grant
awarded by
Old Dominion University
1991
Old Dominion Research Bureau Small Research Grant
awarded by
Old Dominion University
1990
The Rationality of Futures Option Exercises
awarded by
Chicago Board of Trade Research Foundation
1989
Expertise Keywords
Finance :
Business finance
Background
Education And Training
Ph.D. in Finance,
Georgia State University
1989
M.B.A. in Finance,
State University of New York at Buffalo
1985
Bachelor of Social Sciences in Economics and Sociology,
University of Hong Kong
1980
Contact
Full Name
Kenneth
Yung