publications

Dongjie Oliver Fang, Zong-Wei Yeh, Jie-Cao He, Shih-Kuei Lin (2024). What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion. Pacific-Basin Finance Journal, 86, 102392.

Dongjie Oliver Fang (2024). Post-Earnings Announcement Drift, Systemic Shock, and Limited Attention: Evidence from COVID-19 Pandemic.

Dongjie Oliver Fang, Hsing-Hua Chang, Shih-Kuei Lin, Carl R. Chen (2024). Economic Recessions, Financial Disclosure, and Market Response: Evidence from Form 10-K, 10-Q, and Earnings Call Transcripts. Presented at 2024 FMA Doctoral Student Consortium, 2024 EFMA Doctoral Seminar, 2024 SWFA, 2023 BAR Annual Conference, and 2022 TRIA-FeAT.

Dongjie Oliver Fang, Zong-Wei Yeh, Chien-Hsiu Lin, Shih-Kuei Lin (2024). Non-Pecuniary Preferences, Adverse Selection, and Moral Hazard in P2P Lending: Evidence from Lending Club. Presented at 2024 EFMA, 2024 Eastern FA, and 2023 TRIA.

Teng-Da Ke, Dongjie Oliver Fang, Fang-Ni Chu, Shih-Kuei Lin (2023). The Lens of Green Focus: Herding Behavior in the U.S. REITs Market.

Shih-Kuei Lin, Ming-Che Chuang, Dongjie Oliver Fang (2021). Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts. NTU Management Review, 31(1), 117-153.