Prof. Jau-Lian Jeng

School of Business and Management

Azusa Pacific University

Email: jjeng@apu.edu

Qualifications

1991 Ph. D., Economics, University of California, USA

1985 M.A., Economics, Rutgers University, USA

1979 B.A., Economics, National Taiwan University, Chinese Taibei

Publications (Selected)

1. Jeng, J. L. (2020). Assessments of Normal Returns. Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches, 55-89.
2. Jeng, J. L. (2020). Real-Time Applications of Monitoring and Empirical Performance. Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches, 201-222.
3. Jeng, J. L. (2020). Sequential Monitoring for Corporate Events in Using Occupation Time Statistics. Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches, 161-199.
4. Jeng, J. L. (2020). Occupation Time Statistics—The Intensity of Events. Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches, 91-145.
5. Jeng, J. L. (2020). Popular Methods for Event Studies in Corporate Finance—Subjectivity Versus Robustness. Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches, 3-52.
6. Jeng, J. L. (2020). Contemporaneous Event Studies in Corporate Finance. Springer International Publishing.
7. Jeng, J. L.(2020). Monitoring Tests and the Time of Duration. Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches, 147-159.
8. Jeng, J. L., Jeng, & Graber. (2018). Empirical Asset Pricing Models. Palgrave Macmillan.
9. Jeng, J. L.Hypothesis Testing with Model Search. Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search, 237-256.

Profile Details

WoS ResearcherID: CVO-1811-2022

https://www.apu.edu/faculty/jjeng/

https://www.researchgate.net/profile/Jau-Lian-Jeng0