Assistant Professor

Bio

Dr. Jin Young Yang is an Assistant Professor of Finance at College of Business. He completed his PhD Degree in Finance from the University of Sydney in 2011. He has research experience in a number of areas such as market microstructure and corporate finance prior to joining Zayed University. His research work is industry focused and has added to the field of market microstructure research. This has been demonstrated by his papers being published in academic journals such as Journal of Empirical Finance and Journal of Futures Markets. He has taught in a range of undergraduate and postgraduate courses in the areas of Corporate Finance, Derivatives, and Quantitative Finance. He worked previously at various organizations such as: University of Sydney, Sogang University, and Korea Capital Market Institute (KCMI).

Office

Abu Dhabi - Khalifa City, MF2-2-010

Phone:

971 2 599 3724

Email:

Teaching Areas

Investments, Derivatives, Corporate Finance

Research and Professional Activities

• “Investor Behavior, Stock Returns, and CDS Spreads: Evidence from Foreign and Domestic Investors in Korea” with Aristeidis Samitas and Ilias Kampouris, International Journal of Managerial Finance, Forthcoming.
• “Global uncertainty and Global Economic Policy Uncertainty: Different implications for firm investment” with Hyunduk Suh, Economics Letters 200, 2021, 109767.
• “Foreign Investors’ Trading Behaviors around Merger and Acquisition Announcements: Evidence from Korea” with Reuben Segara, Finance Research Letters 37, 2020, 101375.
• “Short Selling Restrictions and Index Futures Pricing: Evidence from China” with Andrew Lepone, Jin Boon Wong, and Jun Wen, International Review of Economics and Finance 61, 2019, 179-187.
• “Stock Price Movements and Trading Behaviors around Merger and Acquisition Announcements: Evidence from the Korean Stock Market” with Jingwei Feng and Reuben Segara, International Journal of Managerial Finance 15, 2019, 593-610.
• “Message Traffic Restrictions and Relative Pricing Efficiency: Evidence from Index Futures Contracts and Exchange-Traded Funds” with Andrew Lepone and Jun Wen, Pacific-Basin Finance Journal 51, 2018, 366–375.
• “Short-selling and credit default swap spreads-Where do informed traders trade?” with Steven Lecce, Andrew Lepone, Michael D. McKenzie, Jin Boon Wong, Journal of Futures Markets 38, 2018, 925-942.
• “Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market” with Anthony Flint and Andrew Lepone, Journal of Futures Markets 34, 2014, 838-852.
• “Informational Role of Market Makers: The Case of Exchange Traded CFDs” with Andrew Lepone, Journal of Empirical Finance 23, 2013, 84-92.
• “The Impact of Regulatory Changes on the Efficiency of the Phase II EU ETS European Carbon Futures” with Andrew Lepone and Alexander Sacco, Review of Futures Markets, 20-4, 2012, 323-347.
• “The Impact of a Pro-rata Algorithm on Liquidity: Evidence from the NYSE LIFFE” with Andrew Lepone, Journal of Futures Markets 32, 2012, 660-682.
• “The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets” with Andrew Lepone and Rizwan Rahman, Low Carbon Economy, 2011, vol.2:2, 71-90.
• “The Impact of Off-Market Trading on Liquidity: Evidence from the Australian Options Market” with Andrew Lepone, Journal of Futures Markets 30, 2010, 361-377.