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Dr Jeffrey Yu

Telephone +61 8 8313 2073
Position Lecturer
Email jeffrey.yu@adelaide.edu.au
Fax +61 8 8223 4782
Building Nexus 10 Tower
Floor/Room 12
Campus North Terrace
Org Unit Business School Office

To link to this page, please use the following URL:
http://www.adelaide.edu.au/directory/jeffrey.yu

Teaching Interests

§ Corporate Finance: Theory & Practice (Third-year/Postgraduate)

 

§ Behavioral Finance: Theory & Practice (Third-year/Postgraduate)

 

§ Real Options and Corporate Investment Strategies (PhD/Postgraduate)

 

§  Game/Contract Theory with Applications in Accounting and Finance (PhD/Postgraduate)

Research Interests

§  Theoretical Models of Corporate Finance, Behavioral Finance, and Market Microstructure

 

§  Executive Compensation, Earnings Management, Financial Disclosure

 

§ Behavioral Corporate Finance, Capital Budgeting, Real Options

 

§ Corporate Governance, Insider Trading, Liquidity

 

§ Ambiguity on Hedging and Risk Management, Banking Crises

 

§ Financial Innovation and Counterparty Risks in Financial Contracts

Publications

Publications

_______________________________________________________________________

 

§ “Interactive Reporting Bias Surrounding CEO Turnover”. European Accounting Review (2016), forthcoming.  
http://www.tandfonline.com/doi/full/10.1080/09638180.2016.1145068

  

o   Sole Author

o   Australian Business Dean Council (ABDC): A* 

o   SSCI-listed

o   Published by European Accounting Association

o   SSRN's Top Ten download list for “Disclosure & Accounting Information”

o   Citation: 3

 

§ “Optimal Managerial Hedging and Contracting with Self-Esteem Concerns”(with 

   Chongwoo Choe and Donald Lien). International Review of Economics and Finance (2015), 

   Vol. 37 (2015), pp. 354-367.  Doi: 10.1016/j.iref.2014.12.007

 

o   Corresponding Author

o   ABDC: A

o   SSCI-listed

 

§ “Production and Hedging with Time-Inconsistent Preferences” (with Donald Lien)

  Journal of Futures Markets, Vol. 35, No. 10 (2015), pp. 961-985. 

  http://onlinelibrary.wiley.com/doi/10.1002/fut.21697/abstract

 

o   ABDC: A

o   SSCI-listed

o   SSRN's Top Ten download list for “Futures”

o   Citation: 2

 

§ “CEO Overconfidence, CEO Compensation, and Earnings Manipulation”
  Journal of Management Accounting Research, Vol. 26, No. 2 (2014), pp. 167-193.   

  http://aaajournals.org/doi/abs/10.2308/jmar-50722

 

o   Sole Author

o   Excellence in Research for Australia (ERA): A*

o   Published by American Accounting Association (AAA)

o   SSRN's Top Ten download list for “CEO & Executive Incentives & Corporate Governance”

o   Citations: 3

 

§ “CEO Overconfidence and Overinvestment under Product Market Competition”
  Managerial and Decision Economics, (2014), Vol. 35, Iss. 8, pp. 574-579.

  http://onlinelibrary.wiley.com/doi/10.1002/mde.2662/abstract

 

o   Sole Author

o   Listed in EconLit (AEA). Published by the Association of Managerial Economists.

o   SSRN's Top Ten download list for “Investment in R&D & Innovation”

o   Citation: 3

 

§ “Time-Inconsistent Investment with Financial Constraints and Cash Flow Hedging”(with

   Donald Lien). International Review of Financial Analysis (2014), Vol. 35, pp. 72-79.

   http://dx.doi.org/10.1016/j.irfa.2014.07.009

 

o   ABDC: A

o   SSCI-listed

o   Citation: 2 

 

§ “ FDI Timing: Entry Cost Subsidy versus Tax Rate Reduction” (with Ta-Cheng Chang and  

   Chinn-Ping Fan), Economic Modelling (2007), Vol. 24, Iss. 2., pp. 262-271.    

   http://www.sciencedirect.com/science/article/pii/S0264999306000903

 

o   First Author (not in alphabetical order);

o   ABDC: A

o   SSCI-listed

o   Citations: 19 

 

My citations:  http://scholar.google.com.au/citations?user=Vvtn1H0AAAAJ

 

Working Papers (available on SSRN)

_______________________________________________________________________

 

§ “Board Independence, Monitoring, and CEO Pay Disparity”

 

o   SSRN's Top Ten download list for “Corporate Governance: Compensation of Executive & Directors”

 

§ “Production and Hedging with Optimism and Pessimism under Ambiguity” (with Donald Lien)

 

§ “Tournaments and Project Selection under Ambiguity - A Bright Side of Risk-Taking” (with Birendra Rai)

 

Work in Progress

_______________________________________________________________________

 

§ “Tournament Incentives and Stock Liquidity – Theory and Evidence” (with Chee Chong and Ralf Zurbrugg)

 

o   with some preliminary results

§  Market Non-participation and Equity Premium under Ambiguity

 

o   with some preliminary results

§ Delegated Portfolio Management and Ambiguity (with Donald Lien and Takeshi Yamada)

 

o   with some preliminary results

 

§  Organizational Forms, Communication, and Managerial Incentives (with Ching-Jen Sun)

 

§ CEO Pays and Markets using Signaling and Matching Models (with Birendra Rai)

 

§ Real Options with Agency Problems

 

§ CEO Turnover and Earnings Management in the presence of Social Preferences

 

§  Bank Competition, Risk Taking, and the Stability in the Banking Industry

 

 

Conference/Seminar Presentations

_______________________________________________________________________


§
“Production and Hedging with Optimism and Pessimism under Ambiguity,” The 23rd Conference on the Theories and Practices of Securities and Financial Markets 2015, Kaohsiung.

 

§ “Interactive Reporting Bias Surrounding CEO Turnover,” 2015 AFAANZ Annual Conference in Hobart; Seminar, School of Accounting, Economics, and Finance, Deakin University, Melbourne, September 2014.

 

§ “Hubris, CEO Compensation, and Earnings Manipulation,” The 25th Australian Finance and Banking Conference, University of New South Wales, Sydney, December 2012.

§ “CEO Turnover, Earnings Management, and Big Bath,” The 25th PhD Conference in Business and Economics, University of Western Australia, Perth, November 2012.

 

 
 
 

Entry last updated: Thursday, 6 Apr 2017

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