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Biography
Faculty Biography
Yan He, Ph.D
Associate Professor of Economics and Finance
(812) 941-2308
yanhe@ius.edu
Professional Interests:
Research:
Market microstructure (the NYSE, Nasdaq), Treasury bond markets, Emerging financial markets and financial management, Futures marketTeaching:
Financial Management, Business Valuation, Banking, Financial Institutions
Academic Background:
Ph.D. |
Syracuse University, Syracuse,
NY |
M.A. |
Syracuse University, Syracuse,
NY |
B.A. |
The Ocean University of
China,
Qingdao, China |
Intellectual Contributions:
Refereed Articles
He, Y. & Wu, C. (in press). Is stock price rounded for economic reasons in the Chinese markets? Global Finance Journal.
He, Y. & Wu, C. (2005). The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading costs. Journal of Financial Research, 28 , 77-96.
He, Y. & Wu, C. (2004). Price Rounding and Bid-Ask Spreads before and after the Decimalization. International Review of Economics and Finance, 13 , 19-42.
Wu, C., Chen, C. , & He, Y. (2003). The Performance of East Asian Economies and Financial Markets since the 1997 Financial Crisis. Review of Pacific Basin Financial Markets and Policies, 6 , 113-140.
He, Y. & Wu, C. (2003). What Explains the Bid-Ask Spread Decline after Nasdaq Reforms. Financial Markets, Insitutions and Instruments, 12 , 347-376.
He, Y. & Long, F. (2003). Market Expansion vs. Cost Reduction: A Financial Analysis of Foreign Direct Investment Advantages for Multinational Enterprises. Japan and the World Economy, 15 , 407-417.
He, Y., Wu, C. , & Chen, Y. (2003). An Explanation of the Volatility Disparity between the Domestic and Foreign Shares in the Chinese Stock Markets. International Review of Economics and Finance, 12 , 171-186.
He, Y. & Wu, C. (2003). The Post-Reform Bid-Ask Spread Disparity between NASDAQ and the NYSE. Journal of Financial Research, 26 , 207-224.
He, Y. & Long, F. (2001). The Determination of Front-end Financial Targets in IJVs: A Decision-Making Model for MNEs. Management Research News, 24 , 17-30.
He, Y. & Wu, C. (2001). Further Evidence on Mean Reversion in Index Basis Changes. Financial Review, 36 , 95-125.
Refereed Proceedings
Full Paper
He, Y., Dufrene, U. B., & Wu, C. (in press). THE 2000 PRESIDENTIAL ELECTION AND THE INFORMATION COST OF SENSITIVE VS. NON-SENSITIVE S&P 500 STOCKS. Decision Science Institute International Conference.
He, Y. (2003). Price Discreteness and Rounding. Decision Science Institute International Conference.
He, Y. & Wu, C. (2002). Price Clustering in Emerging Stock Markets. International Busines.
He, Y. & Long, F. (2001). The Financial Target for International Joint Ventures: A Measuring Model for MNEs. Hawaii Conference on Business.
He, Y. & Long, F. (2001). The Determination of Front-end Financial Targets in IJVs: A Decision-Making Model for MNEs. International Business.
Chen, M., Chen, Y. , & He, Y. (2001). Domestic and Foreign Trades in the Chinese Stock Markets: Is there Volume Interaction. International Business.
He, Y. & Long, F. (2001). A Financial Model of FDI Advantages for MNEs. International Business.
Book Chapters
Refereed
He, Y., (2006). three articles. Encyclopedia in Finance . Kluwer Publishing Co.
Presentation of Refereed Papers
International
He, Y., Dufrene, U. B., & Wu, C. (2006, November). THE 2000 PRESIDENTIAL ELECTION AND THE INFORMATION COST OF SENSITIVE VS. NON-SENSITIVE S&P 500 STOCKS. Presented at Decision Science Institute International Conference, San Antonio, Texas.
Wu, C., He, Y., Li, H., & Wang, J. (2006, January). Liquidity, Information Risk, and Asset Pricing: Evidence from the U.S. Government Bond Market. Presented at American Finance Association Annual Meeting, Boston, Massachusetts.
He, Y. & Wu, C. (2005, June). Is stock price rounded for economic reasons in the Chinese markets. Presented at Annual Conference on Pacific Basin Finance, Economics, and Accounting, Piscataway, New Jersey.
He, Y. & Wu, C. (2003, October). The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading Costs. Presented at Financial Management Association annual meeting, Denver, Colorado.
He, Y. & Wu, C. (2003, April). A Transaction-Level Analysis of Price Change Volatility and Autocorrelation after the Decimalization. Presented at Eastern Finance Association Annual Meeting, Lake Buena Vista, Florida.
He, Y. & Wu, C. (2002, October). Price Clustering in Emerging Stock Markets. Presented at International Business , Las Vegas, Nevada.
He, Y. & Long, F. (2002, April). Market Expansion vs. Cost Reduction: A Financial Analysis of Foreign Direct Investment Advantages for Multinational Enterprises. Presented at Eastern Finance Association Annual Meeting, Baltimore, Maryland.
He, Y. & Wu, C. (2002, April). What Explains the Decline in Bid-Ask Spreads on NASDAQ after the 1997 Market Reform? Presented at Eastern Finance Association Annual Meeting, Baltimore, Maryland.
He, Y. & Long, F. (2001, October). The Determination of Front-end Financial Targets in IJVs: A Decision-Making Model for MNEs. Presented at International Business , Reno, New Hampshire.
Chen, M., Chen, Y., & He, Y. (2001, October). Domestic and Foreign Trades in the Chinese Stock Markets: Is there Volume Interaction. Presented at International Business , Reno, Nevada.
He, Y. & Long, F. (2001, October). A Financial Model of FDI Advantages for MNEs. Presented at International Business , Reno, Nevada.
He, Y. & Long, F. (2001, June). The Financial Target for International Joint Ventures: A Measuring Model for MNEs. Presented at Hawaii Conference on Business, Honolulu, Hawaii.
He, Y. & Wu, C. (2001, April). Value Growth Rate and Value-to-Price Ratio: Forecasting Returns of the S&P 500 Composite Index. Presented at Eastern Finance Association Annual Meeting, Charleston, North Carolina.
He, Y. & Chen, Y. (2001, April). A Microstructure Approach to the Domestic and Foreign Shares in the Chinese Stock Markets. Presented at Eastern Finance Association Annual Meeting, Charleston, North Carolina.
He, Y. & Chen, Y. (2000, December). Bid-Ask Spread Disparity between the Domestic and Foreign Shares in the Chinese Stock Markets. Presented at Conference on the Theories and Practices of Securities and Financial Markets in Taiwan, Kaohsiung, Taiwan.
He, Y. & Wu, C. (2000, April). The Effects of Market Reform on the Informed Trading Costs of NASDAQ Stocks. Presented at Eastern Finance Association Annual Meeting, Myrtle Beach, North Carolina.
Presentation of Non-Refereed Papers
Local
He, Y. (2006, March). Stock Rounding in the Chinese Market. The SoB Brown Bag Session, New Albany, Indiana.
Dissertation
Justification of Bid-Ask Spread Disparity between NASDAQ and the NYSE before and after Market Reform
Papers Under Review
He, Y., Wang, J., & Wei, K. C. John (2006). "Do Bond Rating Changes Alter Information Risk of Stock Trading?," initial submission to.
He, Y., Dufrene, U., & Wu, C. (2006). "THE 2000 PRESIDENTIAL ELECTION AND THE INFORMATION COST OF SENSITIVE VS. NON-SENSITIVE S&P 500 STOCKS," initial submission to Journal of Financial Markets.
He, Y. & Wu, C. (2006). "Asymmetric Information Patterns in the Round-the-Clock U.S. Treasury Market," initial submission to Journal of Financial Markets.
He, Y., Li, H., Wang, J., & Wu, C. (2006). "Are Liquidity and Information Risks Priced in the Treasury Bond Market?," initial submission to Journal Of Finance.
Other Research Activities
2006 - Other Research Activities: SSRN Business School Article Ranking: IUS vs. UoL
2005 - Citation of Work in Other Publications: The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading costs, with Chunchi Wu, included in the Social Science Research Network-Financial Economics (SSRN-FEN).
2005 - Citation of Work in Other Publications: Liquidity, Information Risk, and Assest Pricing: Evidence from the U.S. Government Bond Market, with Haitao Li, Junbo Wang, and Chunchi Wu, included in the Social Science Research Network-Financial Economics (SSRN-FEN).
2004 - Citation of Work in Other Publications: The Performance of East Asian Economies and Financial Markets since the 1997 Financial Crisis, with Chunchi Wu and Chun-nan Chen, cited by The CFA Digest, vol. 34, no. 2 (May 2004): 38-39; and listed as Featured Publications in the CFA Institute in ASIA PACIFIC.
2003 - Citation of Work in Other Publications: What Explains the Bid-Ask Spread Decline after Nasdaq Reforms? with Chunchi Wu, included in the Social Science Research Network-Financial Economics (SSRN-FEN).
2003 - Citation of Work in Other Publications: The Post-Reform Bid-Ask Spread Disparity between NASDAQ and the NYSE, with Chunchi Wu, cited by The CFA Digest, vol. 33, no. 4 (November 2003): 76; included in the Social Science Research Network-Financial Economics (SSRN-FEN); and cited by Chung and Zhao, 2003, Journal of Financial Research.
2001 - Citation of Work in Other Publications: Further Evidence on Mean Reversion in Index Basis Changes, with Chunchi Wu, included in the Social Science Research Network-Financial Economics (SSRN-FEN).
