Hongjun Yan : Citation Profile

DePaul University

9

H index

8

i10 index

488

Citations

RESEARCH PRODUCTION:

14

Articles

19

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 27
   Journals where Hongjun Yan has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 7 (1.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya276
   Updated: 2025-12-20    RAS profile: 2023-03-16    
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Relations with other researchers

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:

Beetsma, Roel (14)

Shi, Lei (12)

Uppal, Raman (11)

He, Xuezhong (Tony) (11)

Vayanos, Dimitri (8)

Bhamra, Harjoat (8)

Sihvonen, Markus (7)

Bottazzi, Giulio (7)

Lucca, David (7)

Dindo, Pietro (7)

Westerfield, Mark (6)

Cites to:

Pedersen, Lasse (17)

Vayanos, Dimitri (15)

Campbell, John (14)

Basak, Suleyman (14)

Shleifer, Andrei (13)

Stein, Jeremy (12)

Duffie, Darrell (9)

Fama, Eugene (9)

French, Kenneth (9)

Hong, Harrison (9)

Xiong, Wei (9)

Main data

Where Hongjun Yan has published?

Journals with more than one article published# docs
The Review of Financial Studies4

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management7
NBER Working Papers / National Bureau of Economic Research, Inc6

Recent works citing Hongjun Yan (2025 and 2024)

YearTitle of citing document
2025Understanding Economic Behavior Using Open-Ended Survey Data. (2025). Haaland, Ingar ; Stantcheva, Stefanie ; Roth, Christopher ; Wohlfart, Johannes. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:362.

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2024Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Liang, Zongxia ; Ye, QI. In: Papers. RePEc:arx:papers:2405.08822.

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2024Optimal information acquisition for eliminating estimation risk. (2024). Liang, Zongxia ; Ye, QI. In: Papers. RePEc:arx:papers:2405.09339.

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2024Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2025The Memory Premium. (2025). Almog, David ; Spenkuch, Jrg L ; Salant, Yuval. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11787.

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2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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2025Should underwriters be trusted? Reducing agency costs through primary market supervision. (2025). Li, Jiang ; Huang, Haozhi ; Foley, Sean. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002907.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2025Missing repayments on haze days: Evidence from China. (2025). Ren, Yuan ; Li, Jianwen. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387825000422.

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2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2025Generalizing heuristic switching models and a (boundedly) rational route away from randomness. (2025). Lustenhouwer, Joep ; Kollias, Iraklis ; Galanis, Giorgos ; Leventides, Ioanis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000910.

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2024Public debt management announcements: A welfare-theoretic analysis. (2024). Rossi, Enzo ; Dentler, Alexander. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323003735.

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2024Industrial policy persistence and local economic performance: The role of subsidy allocation in China. (2024). Xu, Mingzhi (Jimmy) ; Wang, Xin ; Lin, Jietong. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002542.

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2025Does mobile phone proficiency contribute to stock market participation? The role of payment convenience, liquidity, and social interaction. (2025). Fatima, Shumaila ; Chakraborty, Madhumita. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003456.

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2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

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2025Momentum mechanisms under heterogeneous beliefs. (2025). Wang, Yiming ; Tong, Yan ; Yan, YU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001876.

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2025A policy-driven preferred habitat in the Turkish Government bond market. (2025). Demir, Alper Tunga ; Zbekler, Ali Gencay ; Elebi, Ali Zzeddin. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005494.

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2025Bond risk premiums at the zero lower bound. (2025). Meldrum, Andrew ; Jrgensen, Kasper ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002902.

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2024Global and local information efficiency: An examination of samuelsons dictum. (2024). Xiao, Yaqing ; Zhang, Jinfan ; Yan, Hongjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000355.

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2024The value of information in China’s connected market. (2024). Wang, Yuehan ; Chen, Keqi ; Zhu, Xiaoquan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000616.

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2025CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052.

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2024The quest for green horizons: Can political turnovers drive green investments? New evidence from China. (2024). Suardi, Sandy ; Pan, Xiaofei ; Ma, Ruichen. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001725.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024Financial congestion. (2024). Okat, Deniz. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400051x.

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2024Automatic versus manual investing: Role of past performance. (2024). Talavera, Oleksandr ; Kowalewski, Oskar ; Kaawach, Said. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001049.

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2024Bond convenience curves and funding costs. (2024). Sihvonen, Markus ; Nissinen, Juuso. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000965.

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2024How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094.

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2025Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

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2024Trading ahead of treasury auctions. (2024). Sigaux, Jean-David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236.

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2024Mutual fund flows and government bond returns. (2024). Nathan, Daniel ; Abudy, Menachem ; Wohl, Avi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396.

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2024Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply. (2024). Struby, Ethan ; Connolly, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002000.

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2025The treasury auction risk premium. (2025). Herb, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002309.

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2024Ambiguity, information processing, and financial intermediation. (2024). Luo, Yulei ; Kasa, Kenneth ; Han, Leyla Jianyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001285.

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2025General equilibrium with unhedgeable fundamentals and heterogeneous agents. (2025). Weber, Marko Hans ; Guasoni, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000249.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2024Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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2025Bond supply expectations and the term structure of interest rates. (2025). Dufour, Alfonso ; Billio, Monica ; Busetto, F ; Varotto, S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002043.

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2024Banking behaviour and political business cycle in Africa: The role of independent regulatory policies of the central bank. (2024). Asongu, Simplice ; Agbloyor, Elikplimi Komla ; Nsafoah, Dennis ; Ofori-Sasu, Daniel. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000045.

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2024Mobile device use and the ranking effect on trading behavior: Evidence from natural experiments. (2024). Wu, Haibo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000684.

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2024Role transition, investment practice and risk Management of Peer-to-peer Lending Investors: Based on the perspective of investor learning. (2024). Tian, Xiujuan ; Wu, Manhua ; Peng, Nianjiao ; Ma, Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003123.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024Does annual report readability influence the design of SEOs?. (2024). Nadarajah, Sivathaasan ; Puwanenthiren, Premkanth ; Ali, Muhammad Jahangir ; Azam, Md Saiful. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:970-984.

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2024Unbundling quantitative easing: taking a cue from treasury auctions. (2024). Gorodnichenko, Yuriy ; Droste, Michael ; Ray, Walker. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120833.

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2024The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market. (2024). Stein, Hillary ; Bräuning, Falk ; Brauning, Falk. In: Working Papers. RePEc:fip:fedbwp:98561.

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2025The Impact of COVID-19 on Italian Sovereign Bond Market Quality. (2025). Ferrara, Gerardo ; Ren, Roberto ; Flora, Maria. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-024-00437-7.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2024Size Discount and Size Penalty: Trading Costs in Bond Markets. (2024). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:7:p:2156-2190..

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2024Revisiting noise—Fischer Black’s noise at the time of high-frequency trading. (2024). Paz, Manuel Ernesto. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:4:d:10.1057_s41283-024-00151-7.

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2024Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80.

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2024Contrarians, extrapolators, and stock market momentum and reversal. (2024). Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng ; Atmaz, Adem. In: Other publications TiSEM. RePEc:tiu:tiutis:03234c35-3504-48b5-ba41-43f3c338170a.

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2025Collateral choice. (2025). Ballensiefen, Benedikt Fabian. In: CFR Working Papers. RePEc:zbw:cfrwps:319642.

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Works by Hongjun Yan:

YearTitleTypeCited
2022A Global Version of Samuelsons Dictum In: American Economic Review: Insights.
[Full Text][Citation analysis]		article2
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
2010Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion.(2010) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2021Under-reaction in the sovereign CDS market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2019Disagreement beta In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2018Financial Intermediation Chains in an OTC Market In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper6
2016Financial Intermediation Chains in an OTC Market.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015A Model of Anomaly Discovery In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper101
2013Anticipated and Repeated Shocks in Liquid Markets.(2013) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		article
2011Anticipated and Repeated Shocks in Liquid Markets.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2008Natural Selection in Financial Markets: Does It Work? In: Management Science.
[Full Text][Citation analysis]		article107
2008Natural Selection in Financial Markets: Does it Work?.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2010Is Noise Trading Cancelled Out by Aggregation? In: Management Science.
[Full Text][Citation analysis]		article31
2009Is Noise Trading Cancelled Out by Aggregation?.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2006Heterogeneous Expectations and Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper116
2010Heterogeneous Expectations and Bond Markets.(2010) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2009Heterogeneous Expectations and Bond Markets.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2010What Does Stock Ownership Breadth Measure? In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2013What Does Stock Ownership Breadth Measure?.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2013Informed Trading and Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2018In the Shadows of the Government: Relationship Building During Political Turnovers In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2023Personality Differences and Investment Decision-Making In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Investor Memory and Biased Beliefs: Evidence from the Field In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2016Uncertainty and Valuations In: Critical Finance Review.
[Full Text][Citation analysis]		article9
2009Uncertainty and Valuations.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Reputation Concerns and Slow-Moving Capital In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article4
2014Collateral-Motivated Financial Innovation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article22
2021User Interface and Firsthand Experience in Retail Investing In: The Review of Financial Studies.
[Full Text][Citation analysis]		article14
2009Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2009The Impact of Earnings Surprises on Stock Returns: Theory and Evidence In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0

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