Jing Fang
This is a likely match — the affiliation was inferred from OpenAlex, ORCID, and web sources but has not been fully confirmed. Treat with appropriate caution.
Researcher
Also affiliated: Changchun University of Science and Technology (2013); Hong Kong Polytechnic University (2022); Hefei University of Technology (2020); Beijing University of Technology (2016–2022); National Computer Network Emergency Response Technical Team/Coordination Center of Chinar (2016); Changchun University of Chinese Medicine (2019); National Cheng Kung University Hospital (2007–2025); Henan Polytechnic University (2025); Alibaba Group (China) (2021–2025); National Cheng Kung University (2006–2016)
Faculty Researcher
Research Areas
Biomedical Subjects
Links
Biography and Research Information
OverviewAI-generated summary
Jing Fang's research has focused on computational and quantitative methods applied to financial markets and imaging systems. Fang has investigated the relationship between idiosyncratic volatility and stock returns, employing finite mixture approaches to analyze these dynamics. Publications in this area include studies on the dual effect of idiosyncratic volatility on stock pricing and return, as well as the impact of financial distress on stock returns and comovement. Additionally, Fang has contributed to research on rapid detection systems for industrial applications, including weld contour detection using compound vision and multi-line laser structured light systems for visual positioning.
Metrics
- h-index: 9
- Publications: 45
- Citations: 366
Selected Publications
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New Insights into the Accrual Anomaly (2026)
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What drives the Asset Growth-return Relation: Mispricing or Risk? (2026)
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Accounting Information Quality and Stock Pricing: The Two Views (2026)
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Evidence on the Two Views of the Role of Trading Friction in Stock Pricing (2026)
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Financial Distress and Stock Comovement (2025)
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Financial distress and return: A finite mixture approach (2025)
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Idiosyncratic volatility and return: A finite mixture approach (2023)
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The Differential Timeliness of Stock Price in Incorporating Bad versus Good News and the Earnings-Return Asymmetry (2023)
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The Dual Effect of Financial Distress on Stock Pricing and Realized Return (2022)
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Managers’ Use of External Information in Their Accrual Estimates: Evidence from the Impact of Stock Liquidity on Accruals Quality (2020)
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Stock Liquidity and the Earnings-Return Asymmetry for Negative versus Positive Returns (2018)
Collaboration Network
Top Collaborators
- Idiosyncratic volatility and return: A finite mixture approach
- Financial distress and return: A finite mixture approach
- Financial Distress and Stock Comovement
- Idiosyncratic volatility and return: A finite mixture approach
- Evidence on the Two Views of the Role of Trading Friction in Stock Pricing
- Financial Distress and Stock Comovement
- Evidence on the Two Views of the Role of Trading Friction in Stock Pricing
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