I‐Ming Jiang

College of Management Academic Studies — Israel

Economics, Econometrics and Finance · Social Sciences

6h-index146citations44works0.42yr avg
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Research Topics

Capital Investment and Risk Analysis(18), Stochastic processes and financial applications(8), Financial Reporting and Valuation Research(8), Corporate Finance and Governance(7), Financial Markets and Investment Strategies(7)

Publications44 total

Pricing vulnerable options when debts have performance- sensitivity provisions
International Review of Economics & Finance·2025Open Access
Arbitrage opportunities in no-arbitrage portfolios: The case of Bitcoin and Treasury Bills
Investment Analysts Journal·2025
Detecting financial fraud risk using machine learning: Evidence based on different categories and matching samples
Finance research letters·2025
Optimizing investment strategies: unraveling the interplay of managerial discretion, debt constraints, and growth uncertainty
Review of Quantitative Finance and Accounting·2025
Stochastic Default Barriers and Jump Clustering: A New Approach to Option Pricing
SSRN Electronic Journal·2025Open Access
Optimal timing and proportion in two stages learning investment
Review of Quantitative Finance and Accounting·2024· 1 cited
Managerial discretion and debt financing under information uncertainty
Financial Review·2024· 3 cited
Investment Decisions, Managerial Discretion, and Optimal Capital Structure with Convertible Debt
SSRN Electronic Journal·2024Open Access
Impact of Managerial Discretion and Convertible Debt on Capital Structure a Real Options Analysis of Investment Timing and Agency Costs
SSRN Electronic Journal·2024Open Access
Pricing Vulnerable Options When Debts Have Performance-Sensitivity Provisions
SSRN Electronic Journal·2022Open Access
Optimal Sequential Investment Decision-Making with Jump Risk
Asia Pacific Journal of Operational Research·2021· 2 cited
Forecasting price delay and future stock returns: The role of corporate social responsibility
Journal of Forecasting·2019· 34 cited
Information Disclosure Ranking, Industry Production Market Competition, and Mispricing: An Empirical Analysis
Sustainability·2019· 8 citedOpen Access
Influence of Managers’ Subjective Judgments on Project Abandonment Decision Making
International Journal of Information Technology & Decision Making·2018· 5 cited
Information disclosure, transparency ranking system and firms’ value deviation: evidence from Taiwan
Review of Quantitative Finance and Accounting·2018· 16 cited
Optimal proportion decision-making for two stages investment
The North American Journal of Economics and Finance·2018· 7 cited
Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
Emerging Markets Finance and Trade·2018· 3 cited
Compound option pricing under a double exponential Jump-diffusion model
The North American Journal of Economics and Finance·2017· 6 cited
Valuation of n-fold compound barrier options with stochastic interest rates
Asia Pacific Management Review·2017· 6 citedOpen Access
The Relationship between IDTRS and Firms’ Value Deviation: An Empirical Study
2017
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Frequent Co-authors

Yuhong Liu(12), Yu‐Hong Liu(7), Andreas Karathanasopoulos(5), Johnson T. S. Cheng(5), Meng-I Tsai(5), Kung‐Cheng Ho(4), Alan T. Wang(4), Zhi‐Yuan Feng(4), Mao‐Wei Hung(4), Chia‐Chun Lo(3), Lee-Hsuan Lin(3), Chun-Chieh Kuo(3), Sheng‐Yung Yang(2), Shih-Cheng Lee(2), Jui‐Cheng Hung(2), Shuh Liang(2), Yuhong Liu(2), Yuhong Liu(2), Po-Yuan Chen(2), Horng‐Jinh Chang(2)