Dr Chen is the Finance Course Director of the Christ Church Businss School
Dr Chen received both his MSc and PhD degrees in finance in the University of Aberdeen. He also had work experience in the financial industry, including being a manager in a commerical bank and then a manager in an investment bank in between his studies of finance.
His research interests include financial asset pricing, financial and real economic linkages, and time series data modelling. Dr Chen is an active researcher in the area of financial economics, who particularly welcomes PhD applicants with interests in financial time series analysis.
Research and knowledge exchange
'Electricity forward prices' with Dr. Jiang Wu, Xi'an Jiaotong University, China.
'A Funds Transfer Pricing Model Measuring Risk Adjusted Bank Performance' with Dr. L. Quan, the University of Greenwich.
Chen, Y.-H., 'Time-varying Sensitivity of Stock Market to Volatility Spillover: the case of Taiwan with its Major Economic Partners'
Chen, Y.-H., 'Relationship between Trading Volume and Stock Market Volatility: Evidence based on Information Flow Interpretation'
Chen. Y.-H., 'The interdependence of China's stock with global financial markets'
Teaching and subject expertise
Dr Chen has the qualification of PgCLT, and his teaching responsibility includes modules relevant to finance, and statistics.
Dr Chen is a fellow in the Higher Education Academy (UK) and he has membership in several professional associations, including British Accounting and Finance Association, Academy of Economics and Finance.
'A tour to British universitites', to Northwest University, China. December 2012.
'A tour to British universitites', to the teachers of Shaan Xi Province Zha Shui Middle School, China. December 2012
'Asset Price Bubbles”, to the University of Aberdeen. February 2006
Applied Financial Economics, Applied Economics, Journal of Economics and Finance, Frontiers of Economics in China
Publications and research outputs
Chen, Y.-H., Quan, L. and Liu, Y. (2013) 'An Empirical Investigation on the Temporal Properties of China’s GDP', China Economic Review, Volume 27, pp69-81.
Chen, Y.-H. and Quan, L. (2013),'Rational Speculative Bubbles in the Asian Stock Markets: Tests on Deterministic Explosive Bubbles and Stochastic Explosive Root Bubbles', Journal of Asset Management, 14-3, pp195-208.
Chen, Y.-H. and Fraser, P. (2010) 'What Drives Stock Prices? Fundamentals, Bubbles and Investor Behaviour', Applied Financial Economics, Volume 20 issue 18, pp1461-1477.
'Measurements of Information Arrival Processes, and the Relationship between Stock Market Volatility and Trading Volume', CCBS scholarship, enterprise and research conference, 16 June 2022.
'A Structural VAR Analysis on the Linkages of China's Stock Market with Global Financial Markets', to British Accounting and Finance Association, 10 April to 12 April 2017.
'The interdependence of China's stock market with global financial markets', to the R&KE seminars in the CCCU Business School, October, 2015.
'Volatility spillover: the case of Taiwan with its major economic partners', to the R&KE seminars in the CCCU Business School, November, 2013.
'Rational Expectation on Stock Prices? The Present Value Model Revisited in a Comparison of Developed and Emerging Markets', to Accounting & Finance ScotDoc Colloquium. June 2008
'What Drives Stock Prices?', to the 4th Scottish Doctoral Management Conference. May 2008
'Stock Market Bubbles: The Case of Emerging Markets v. Developed Markets', to BAA/ICAS ScotDoc Colloquium. June 2007