8
H index
8
i10 index
418
Citations
DePaul University | 8 H index 8 i10 index 418 Citations RESEARCH PRODUCTION: 14 Articles 17 Papers RESEARCH ACTIVITY: 17 years (2006 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pya276 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hongjun Yan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 4 |
Working Papers Series with more than one paper published | # docs |
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Yale School of Management Working Papers / Yale School of Management | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Year | Title of citing document |
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2023 | Automatic vs Manual Investing: Role of Past Performance. (2023). Talavera, Oleksandr ; Kaawach, Said ; Kowalewski, Oskar. In: Discussion Papers. RePEc:bir:birmec:23-04. Full description at Econpapers || Download paper |
2023 | Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381. Full description at Econpapers || Download paper |
2023 | Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486. Full description at Econpapers || Download paper |
2023 | The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858. Full description at Econpapers || Download paper |
2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. Full description at Econpapers || Download paper |
2023 | Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307. Full description at Econpapers || Download paper |
2023 | Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213. Full description at Econpapers || Download paper |
2023 | The breadth of ownership and corporate earnings management. (2023). Zhang, Limin ; Xu, Yekun ; Wang, Yihong ; Ma, Guangyuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007255. Full description at Econpapers || Download paper |
2023 | Retail bond investors and credit ratings. (2023). Watts, Edward M ; Li, Jiacui ; Dehaan, ED. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410123000113. Full description at Econpapers || Download paper |
2023 | The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941. Full description at Econpapers || Download paper |
2023 | Homophilous intensity in the online lending market: Bidding behavior and economic effects. (2023). Hu, Jinyan ; Jiang, Mingming ; Zhang, BO ; Li, Jianwen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001000. Full description at Econpapers || Download paper |
2023 | Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479. Full description at Econpapers || Download paper |
2023 | Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381. Full description at Econpapers || Download paper |
2023 | Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244. Full description at Econpapers || Download paper |
2023 | Primary market demand for German government bonds. (2023). Shida, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001109. Full description at Econpapers || Download paper |
2023 | Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2023 | Occupy government: Democracy and the dynamics of personnel decisions and public finances. (2023). Ferreira, Fernando ; Barbosa, Klenio. In: Journal of Public Economics. RePEc:eee:pubeco:v:221:y:2023:i:c:s0047272723000385. Full description at Econpapers || Download paper |
2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
2023 | Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002. Full description at Econpapers || Download paper |
2023 | Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w. Full description at Econpapers || Download paper |
2023 | Neoclassical roots of behavioral economics. (2023). Upravitelev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2023:i:58:p:110-140. Full description at Econpapers || Download paper |
2023 | Price elasticity of demand and risk-bearing capacity in sovereign bond auctions. (2023). Faias, Jose Afonso ; Albuquerque, Rui ; Cardoso, Jose Miguel. In: Working Papers. RePEc:ptu:wpaper:w202302. Full description at Econpapers || Download paper |
2023 | Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8. Full description at Econpapers || Download paper |
2023 | Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214. Full description at Econpapers || Download paper |
2023 | A review on ESG investing: Investors expectations, beliefs and perceptions. (2023). Kräussl, Roman ; Stefanova, Denitsa ; Oladiran, Tobi ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:694. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | A Global Version of Samuelsons Dictum In: American Economic Review: Insights. [Full Text][Citation analysis] | article | 0 |
2009 | Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2010 | Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion.(2010) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | ||
2021 | Under-reaction in the sovereign CDS market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2019 | Disagreement beta In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Financial Intermediation Chains in an OTC Market In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 5 |
2016 | Financial Intermediation Chains in an OTC Market.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | A Model of Anomaly Discovery In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Natural Selection in Financial Markets: Does It Work? In: Management Science. [Full Text][Citation analysis] | article | 96 |
2010 | Is Noise Trading Cancelled Out by Aggregation? In: Management Science. [Full Text][Citation analysis] | article | 28 |
2006 | Heterogeneous Expectations and Bond Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 108 |
2010 | Heterogeneous Expectations and Bond Markets.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | article | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | ||
2010 | What Does Stock Ownership Breadth Measure? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
2013 | What Does Stock Ownership Breadth Measure?.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2013 | Informed Trading and Expected Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | In the Shadows of the Government: Relationship Building During Political Turnovers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2023 | Personality Differences and Investment Decision-Making In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Uncertainty and Valuations In: Critical Finance Review. [Full Text][Citation analysis] | article | 5 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | ||
2021 | Reputation Concerns and Slow-Moving Capital In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 |
2013 | Anticipated and Repeated Shocks in Liquid Markets In: Review of Financial Studies. [Full Text][Citation analysis] | article | 74 |
2011 | Anticipated and Repeated Shocks in Liquid Markets.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2014 | Collateral-Motivated Financial Innovation In: Review of Financial Studies. [Full Text][Citation analysis] | article | 23 |
2021 | User Interface and Firsthand Experience in Retail Investing In: Review of Financial Studies. [Full Text][Citation analysis] | article | 5 |
In: . [Full Text][Citation analysis] | paper | 0 | |
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In: . [Full Text][Citation analysis] | paper | 10 |
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