publications

Zong-Wei Yeh, Dongjie (Oliver) Fang (2026). When Ample Reserves Are Priced: Evidence from Federal Funds Futures.

Zong-Wei Yeh, Dongjie (Oliver) Fang (2026). The Price of Weather: Unspanned ENSO Risk in Commodity Futures.

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). Language of Altruism: Funding Success and Default Risk in P2P Lending. R&R at Review of Quantitative Finance and Accounting.

Dongjie (Oliver) Fang, Z. W. Ye, J. C. 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.

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.