Liyan Yang : Citation Profile


Are you Liyan Yang?

University of Toronto

11

H index

11

i10 index

297

Citations

RESEARCH PRODUCTION:

22

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 27
   Journals where Liyan Yang has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 8 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya643
   Updated: 2021-10-16    RAS profile: 2021-05-01    
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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 Liyan Yang.

Is cited by:

Vives, Xavier (17)

Cespa, Giovanni (10)

Rahi, Rohit (6)

Kawakami, Kei (5)

Foucault, Thierry (5)

Su, Liangjun (5)

Manzano, Carolina (5)

Moinas, Sophie (4)

Morone, Andrea (4)

Heumann, Tibor (4)

Alfarano, Simone (4)

Cites to:

Stein, Jeremy (13)

Xiong, Wei (13)

Subrahmanyam, Avanidhar (10)

French, Kenneth (10)

Pavan, Alessandro (9)

Yuan, Kathy (9)

Foucault, Thierry (9)

Hong, Harrison (9)

Thaler, Richard (9)

Veldkamp, Laura (8)

Ozdenoren, Emre (8)

Main data


Where Liyan Yang has published?


Journals with more than one article published# docs
Management Science5
Journal of Economic Theory3
Journal of Financial Economics3
Journal of Finance2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Liyan Yang (2021 and 2020)


YearTitle of citing document
2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2021A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits. (2021). Zhang, Guodong ; Epstein, Larry G ; Chen, Zengjing. In: Papers. RePEc:arx:papers:2106.05472.

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2021Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163.

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2020Multidimensional Noise and Non-Fundamental Information Diversity. (2020). Russ, David. In: Working Papers. RePEc:bav:wpaper:201_russ.

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2020Size?conditioned mandatory capital adequacy disclosure and bank intermediation. (2020). faff, robert ; Zelenyuk, Natalya ; Pathan, Shams. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4387-4417.

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2020Is Homo Economicus An Ideal to be Pursued? Using US and Japan Survey Data*. (2020). Yoneda, Hiroyasu ; Yamane, Shoko ; Tsutsui, Yoshiro. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:4:p:357-378.

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2020Bank instability: Interbank linkages and the role of disclosure. (2020). Vlahu, Razvan ; Trautmann, Stefan T ; Konig-Kersting, Christian. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_014.

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2020Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250.

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2021Information manipulation in equity crowdfunding markets. (2021). Vismara, Silvio ; Meoli, Michele. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303102.

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2020The distribution of information and the price efficiency of markets. (2020). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300314.

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2020The disposition effect and underreaction to private information. (2020). Weitzel, Utz ; Qiu, Jianying ; Li, Jiangyan ; Janssen, Dirk-Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300269.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86.

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2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

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2021Dynamic portfolio choice and information trading with recursive utility. (2021). Ruan, Xinfeng ; Chen, Xingjiang ; Zhang, Wenjun. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:154-167.

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2021Rumor investigation in networks. (2021). Sun, Yang ; Fu, Wentao. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:168-178.

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2020Insider, outsider and information heterogeneity. (2020). Wang, Wenjie ; Zhou, Deqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300905.

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2021Individual stock sentiment beta and stock returns. (2021). Yang, Chunpeng ; Hu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301947.

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2021A model of information diffusion with asymmetry and confidence effects in financial markets. (2021). Koslowsky, David ; Zhang, Zhou ; Qi, Shu ; Yang, Haijun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000395.

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2021Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds. (2021). Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:1-11.

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2021A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation. (2021). Li, Hong Gang ; Guo, Xinshuai ; Wang, Binghong ; Shi, Leilei. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302465.

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2020Discretionary liquidity trading, information production and market efficiency. (2020). Liu, Shancun ; Wen, Chunhui ; Qi, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612318300229.

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2020Macro disagreement and international options markets. (2020). Xiong, Xiong ; Theocharides, George ; Lu, Lei ; Li, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300718.

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2021Word-of-mouth communication, noise-driven volatility, and public disclosure. (2021). Zheng, Ronghuo ; Xue, Hao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:71:y:2021:i:1:s0165410120300653.

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2020Does competition induce analyst effort? evidence from a natural experiment of broker mergers. (2020). John, K C ; Sun, Lei ; Wang, Zhen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301758.

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2020An informational rationale for action over disclosure. (2020). Kohlhas, Alexandre N. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300284.

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2021Information acquisition with heterogeneous valuations. (2021). Rahi, Rohit. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301484.

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2021Efficiency in trading markets with multi-dimensional signals. (2021). Heumann, Tibor. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301496.

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2020Sophisticated investors and market efficiency: Evidence from a natural experiment. (2020). Kelly, Bryan ; Chen, Yong ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:316-341.

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2021Transparency as a remedy for agency problems in securitization? The case of ECB’s loan-level reporting initiative. (2021). Pfingsten, Andreas ; Mossinger, Carina ; Klein, Philipp. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300073.

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2020Did mandatory IFRS adoption affect the cost of capital in Latin American countries?. (2020). Altuwaijri, Aljaohra ; Freitas, Andre Aroldo ; Gupta, Jairaj. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:38:y:2020:i:c:s1061951820300021.

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2021On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000428.

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2021The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors’ information. (2021). Wang, Shouyang ; Lou, Youcheng. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:109:y:2021:i:c:p:93-105.

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2020Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

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2020Contagion of future-level sentiment in Chinese Agricultural Futures Markets. (2020). Huang, Jialiang ; Zhou, Liyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19307048.

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2021Institutional trading in volatile markets: Evidence from Chinese stock markets. (2021). Zhang, Jinkai ; Darby, Julia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x2030696x.

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2021Stock price manipulation, short-sale constraints, and breadth-return relationship. (2021). Sun, Zhenzhen ; Lv, Dayong ; Cao, Zhiqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000639.

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2021Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160.

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2021Hedging and temporal permit issuances in cap-and-trade programs: The Market Stability Reserve under risk aversion. (2021). Pahle, Michael ; Lessmann, Kai ; Tietjen, Oliver. In: Resource and Energy Economics. RePEc:eee:resene:v:63:y:2021:i:c:s0928765520304231.

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2020Mitigating free riding in social networks: The impact of underestimating others’ ability in financial market. (2020). Fang, Libing ; Ding, Jing ; Chen, Shi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:582-599.

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2020Information leakage of ADRs Prior to company issued guidance. (2020). Madura, Jeff ; Agapova, Anna ; Volkov, Nikanor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300581.

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2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001153.

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2020Do Noisy Stock Prices Impede Real Efficiency?. (2020). Xiao, Steven Chong. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5990-6014.

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2020Lottery-Related Anomalies: The Role of Reference-Dependent Preferences. (2020). Yu, Jianfeng ; Wang, Jian. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:473-501.

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2020The Missing New Funds. (2020). Zhu, Qifei. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:3:p:1193-1204.

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2020Harnessing the Wisdom of Crowds. (2020). Huang, Xing ; Da, Zhi. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:1847-1867.

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2020Competing for Stock Market Feedback. (2020). Pereira, Ana Elisa ; Machado, Caio. In: Documentos de Trabajo. RePEc:ioe:doctra:545.

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2020Investor Sentiment and the Return Rate of P2P Lending Platform. (2020). Shen, Dehua ; Wang, Pengfei ; Zhao, Yingxiu ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09284-2.

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2021Market reaction to banks’ interim press releases: an event study analysis. (2021). Brogi, Marina ; Lagasio, Valentina. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:25:y:2021:i:1:d:10.1007_s10997-020-09516-y.

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2021Reformulating prospect theory to become a von Neumann–Morgenstern theory. (2021). Francis, Jack Clark. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00915-8.

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2020Chinas Model of Managing the Financial System. (2020). Xiong, Wei ; Brunnermeier, Markus ; Sockin, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:27171.

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2020The Real Effects of Modern Information Technologies. (2020). Zuo, Luo ; Yang, Shijie ; Goldstein, Itay. In: NBER Working Papers. RePEc:nbr:nberwo:27529.

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2020Informing the Market: The Effect of Modern Information Technologies on Information Production. (2020). Huang, Jiekun ; Gao, Meng ; Goldsteineditor, Itay. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1367-1411..

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2021Peer attention and the disposition effect. (2021). Minh-Lý Lieu, . In: Working Papers Dissertations. RePEc:pdn:dispap:81.

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2021Fostering the adoption of robo-advisors: A 3-weeks online stock-trading experiment. (2021). Giannetti, Caterina ; Gaudeul, Alexia. In: Discussion Papers. RePEc:pie:dsedps:2021/275.

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2020Single vs. multiple disclosures in an experimental asset market with information acquisition. (2020). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: MPRA Paper. RePEc:pra:mprapa:101035.

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2021Macro News and Micro News: Complements or Substitutes?. (2021). Hirshleifer, David ; Sheng, Jinfei. In: MPRA Paper. RePEc:pra:mprapa:108224.

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2021Analyzing stock market signals for H1N1 and COVID-19: The BRIC case.. (2021). Henriquez, Boris Pasten ; Grien, Pablo Tapia ; Velasquez, Jorge Sepulveda. In: MPRA Paper. RePEc:pra:mprapa:108764.

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2020Overweighting of public information in financial markets: A lesson from the lab. (2020). Alfarano, Simone ; Morone, Andrea ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: MPRA Paper. RePEc:pra:mprapa:98472.

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2020Dynamic information acquisition and time-varying uncertainty. (2020). Cai, Zhifeng. In: Departmental Working Papers. RePEc:rut:rutres:202002.

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2020Opinion dynamics in finance and business: a literature review and research opportunities. (2020). Dong, Yucheng ; Li, Cong-Cong ; Chen, Xia ; Liang, Haiming ; Zhang, Hengjie ; Kou, Gang. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00211-3.

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2021Green bonds issuance: insights in low- and middle-income countries. (2021). Mbouombouo, Abdel Hamid ; Nasiri, Alireza ; Yan, Chen ; Otek, Ursule Yvanna. In: International Journal of Corporate Social Responsibility. RePEc:spr:ijocsr:v:6:y:2021:i:1:d:10.1186_s40991-020-00056-0.

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2020Estimating the Impact of Financial Investments on Agricultural Futures Prices using Changes in Volatility. (2020). Hachula, Michael ; Rieth, Malte. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:3:p:759-785.

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2020Randomization and Ambiguity Aversion. (2020). Zhang, QI ; Ke, Shaowei. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:3:p:1159-1195.

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2020The sensitivity of trading to the cost of information. (2020). Webb, Robert I ; Mollica, Vito ; Kovaevi, Ognjen ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1631-1644.

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2020A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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Works by Liyan Yang:


YearTitleTypeCited
2015Information Diversity and Complementarities in Trading and Information Acquisition In: Journal of Finance.
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article38
2017Nonfundamental Speculation Revisited In: Journal of Finance.
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article0
2017Costly Interpretation of Asset Prices In: CEPR Discussion Papers.
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paper7
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
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article9
2011Testing conditional factor models: A nonparametric approach In: Journal of Empirical Finance.
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article16
2015Loss aversion, survival and asset prices In: Journal of Economic Theory.
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article13
2016Public information and uninformed trading: Implications for market liquidity and price efficiency In: Journal of Economic Theory.
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article13
2020Institutionalization, delegation, and asset prices In: Journal of Economic Theory.
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article0
2013Prospect theory, the disposition effect, and asset prices In: Journal of Financial Economics.
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article28
2017Employee bargaining power, inter-firm competition, and equity-based compensation In: Journal of Financial Economics.
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article0
2019Good disclosure, bad disclosure In: Journal of Financial Economics.
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article14
2014Good Disclosure, Bad Disclosure.(2014) In: 2014 Meeting Papers.
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paper
2013Investor Sentiment, Disagreement, and the Breadth--Return Relationship In: Management Science.
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article25
2013Social Networks, Information Acquisition, and Asset Prices In: Management Science.
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article20
2013Asset-Pricing Implications of Dividend Volatility In: Management Science.
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article3
2014Rational Information Leakage In: Management Science.
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article5
2017Disagreement, Underreaction, and Stock Returns In: Management Science.
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article2
2019Loss Aversion in Financial Markets In: The Journal of Mechanism and Institution Design.
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article0
2017Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016 In: Review of Quantitative Finance and Accounting.
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article0
2014Speculation and Hedging in Segmented Markets In: Review of Financial Studies.
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article23
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: Review of Financial Studies.
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article13
2010How are Income and Non-Income Factors Different in Promoting Happiness? An Answer to the Easterlin Paradox In: MPRA Paper.
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paper0
2012Information Diversity and Market Efficiency Spirals In: 2012 Meeting Papers.
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paper0
2014Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects In: 2014 Meeting Papers.
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paper2
2009Theory of negative consumption externalities with applications to the economics of happiness In: Economic Theory.
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article2
2009Complementarities, Multiplicity, and Supply Information In: Journal of the European Economic Association.
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article64
2018State‐Owned Enterprises, Competition, and Disclosure In: Contemporary Accounting Research.
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article0

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