Kathy Yuan : Citation Profile


Are you Kathy Yuan?

Shanghai Jiao Tong University

9

H index

8

i10 index

488

Citations

RESEARCH PRODUCTION:

8

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2003 - 2014). See details.
   Cites by year: 44
   Journals where Kathy Yuan has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 5 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyu196
   Updated: 2019-02-13    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

Ozdenoren, Emre (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kathy Yuan.

Is cited by:

Angeletos, George-Marios (15)

Vives, Xavier (12)

Baur, Dirk (11)

Pavan, Alessandro (9)

Hellwig, Christian (9)

Fry-McKibbin, Renee (8)

Aldasoro, Iñaki (8)

Veldkamp, Laura (8)

Edmans, Alex (7)

Wang, Pengfei (7)

Tsyvinski, Aleh (7)

Cites to:

Angeletos, George-Marios (5)

Hirshleifer, David (5)

Morris, Stephen (4)

Levine, Ross (4)

Shin, Hyun Song (4)

Pavan, Alessandro (4)

Veldkamp, Laura (3)

Ozdenoren, Emre (3)

Stein, Jeremy (3)

Laeven, Luc (3)

Henry, Peter (3)

Main data


Where Kathy Yuan has published?


Journals with more than one article published# docs
Journal of Finance3

Recent works citing Kathy Yuan (2018 and 2017)


YearTitle of citing document
2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2017The Economic Consequences of Social-Network Structure. (2017). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian W. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:1:p:49-95.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2018Central bank forward guidance and the signal value of market prices. (2018). Morris, Stephen ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:692.

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2017Host countries’ growth opportunities and Chinas outward FDI. (2017). Shen, Jun ; Li, LI. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:2:p:78-95.

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2018The cross-sectional spillovers of single stock circuit breakers. (2018). LINTON, OLIVER ; Pedace, Lucas ; Noss, Joseph ; Brugler, James . In: Bank of England working papers. RePEc:boe:boeewp:0759.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6486.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2017Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2017). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12045.

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2017Costly Interpretation of Asset Prices. (2017). Vives, Xavier ; Yang, Liyan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12360.

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2018A Leverage-Based Measure of Financial Stability. (2018). Borowiecki, Karol ; Tepper, Alexander ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12676.

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2018Long Run Growth of Financial Data Technology. (2018). Farboodi, Maryam ; Veldkamp, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13278.

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2017Risk Generating Industries for European Stock Markets. (2017). Calin, Adrian Cantemir ; Albu, Lucian ; Lupu, Radu. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:5-17.

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2018Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182193.

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2017The Impact of Stock Market Performance on Foreign Portfolio Investment in China. (2017). Khan, Muhammad Asif ; Haider, Muhammad Afaq ; Hashmi, Shujahat Haider ; Saddique, Shamila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-60.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

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2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133.

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2018The disciplinary effects of short sales on controlling shareholders. (2018). Chen, Shenglan ; Ma, Hui ; Lu, Rui ; Lin, Bingxuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:56-76.

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2018Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:247-262.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:94-103.

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2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

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2018Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea. (2018). Kim, Jinyong. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:137-144.

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2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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2018Bank capital, institutional environment and systemic stability. (2018). Mare, Davide Salvatore ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:97-106.

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2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017Shadows in the Sun: Crash risk behind Earnings Transparency. (2017). Hung, Shengmin ; Qiao, Zheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:1-18.

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2018A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

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2017Market selection. (2017). Kogan, Leonid ; Wang, Jiang ; Westerfield, Mark M ; Ross, Stephen A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:209-236.

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2017Selloffs, bailouts, and feedback: Can asset markets inform policy?. (2017). Kelly, David ; Taylor, Curtis R ; Boleslavsky, Raphael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:294-343.

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2017Insider trading and the short-swing profit rule. (2017). Lenkey, Stephen L. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:517-545.

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2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

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2019The informational content of prices when policy makers react to financial markets. (2019). Siemroth, Christoph. In: Journal of Economic Theory. RePEc:eee:jetheo:v:179:y:2019:i:c:p:240-274.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017Stock liquidity and default risk. (2017). Brogaard, Jonathan ; Xia, Ying ; Li, Dan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:486-502.

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2017The source of information in prices and investment-price sensitivity. (2017). Edmans, Alex ; Schneemeier, Jan ; JAYARAMAN, SUDARSHAN. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:74-96.

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2019Good disclosure, bad disclosure. (2019). Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:118-138.

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2017Foreign bank subsidiaries default risk during the global crisis: What factors help insulate affiliates from their parents?. (2017). Cerutti, Eugenio ; Anginer, Deniz ; Martinez, Maria Soledad. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:19-31.

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2018Uncertainty, capital flows, and maturity mismatch. (2018). Converse, Nathan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:260-275.

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2018The real effects of forced sales of corporate bonds. (2018). Kumar, Praveen ; Aslan, Hadiye . In: Journal of Monetary Economics. RePEc:eee:moneco:v:95:y:2018:i:c:p:1-17.

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2018Big data in finance and the growth of large firms. (2018). Begenau, Juliane ; Veldkamp, Laura ; Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:97:y:2018:i:c:p:71-87.

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2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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2017The effects of mergers and acquisitions on the information production of financial markets. (2017). Bade, Marco . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:240-248.

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2018Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:103-117.

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2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

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2018Investor sentiment, soccer games and stock returns. (2018). Dimic, Nebojsa ; Aijo, Janne ; Orlov, Vitaly ; Neudl, Manfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:90-98.

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2018Testing for financial contagion: New evidence from the Greek crisis and yuan devaluation. (2018). Anastasopoulos, Alexia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:499-511.

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2017Monetary policy through production networks: evidence from the stock market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:fip:fedbwp:17-15.

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2018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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2017Finance and Innovative Investment in Environmental Technology: The Case of Sweden. (2017). Martinsson, Gustav ; Lööf, Hans ; Mohammadi, Ali. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0445.

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2018TAIWAN AND U.S. EQUITY MARKET INTERDEPENDENCE AND CONTAGION: EVIDENCE FROM FOUR-FACTOR MODEL. (2018). Li, Chun-An ; Huang, Chin-Sheng ; Lee, Min-Ching. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:12:y:2018:i:2:p:95-115.

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2017Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Sheikh, Muhammad Fayyaz ; Mahmood, Shahid ; Ali, Syed Zulfiqar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2.

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2017Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. (2017). Asem, Ebenezer ; Zhang, Xiaofei ; Yalamova, Rossitsa ; Baulkaran, Vishaal . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9232-3.

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2017Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis. (2017). Zhou, Wei. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9606-z.

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2017Spatial Correlation in Expected Returns in Commercial Real Estate Markets and the Role of Core Markets. (2017). Shilling, James D ; Slade, Barrett A ; Sirmans, C F. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9581-0.

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2017Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2017). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias. In: NBER Working Papers. RePEc:nbr:nberwo:23419.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: NBER Working Papers. RePEc:nbr:nberwo:23424.

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2018Big Data in Finance and the Growth of Large Firms. (2018). Veldkamp, Laura ; Farboodi, Maryam ; Begenau, Juliane. In: NBER Working Papers. RePEc:nbr:nberwo:24550.

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2018OTC Intermediaries. (2018). Eisfeldt, Andrea ; Siriwardane, Emil ; Rajan, Sriram ; Herskovic, Bernard. In: Working Papers. RePEc:ofr:wpaper:18-05.

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2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1701.

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2017Incentives for Information Production in Markets where Prices Affect Real Investment. (2017). Dow, James ; Guembel, Alexander ; Goldstein, Itay. In: Journal of the European Economic Association. RePEc:oup:jeurec:v:15:y:2017:i:4:p:877-909..

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2017Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

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2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278.

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2017A Dynamic Measure of Intentional Herd Behavior in Financial Markets. (2017). Park, Beum Jo ; Kim, Myung-Joong. In: MPRA Paper. RePEc:pra:mprapa:82025.

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2018Contagion and information frictions in emerging markets: the role of joint signals. (2018). Avdiu, Besart ; Gruhle, Tobias. In: MPRA Paper. RePEc:pra:mprapa:84872.

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2018CONTAGIO FINANCIERO: UNA BREVE REVISIÓN DE LITERATURA. (2018). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:89554.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: Working Papers. RePEc:pre:wpaper:201759.

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2017The Power of Sunspots: an Experimental Analysis. (2017). Heinemann, Frank ; Fehr, Dietmar ; Llorente-Saguer, Aniol. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:11.

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2017Risk-taking, Rent-seeking and Investment when Financial Markets are Noisy. (2017). Hellwig, Christian ; Albagli, Elias ; Tsyvinski, Aleh. In: 2017 Meeting Papers. RePEc:red:sed017:1170.

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2017Contracting with Feedback. (2017). Sun, Bo. In: 2017 Meeting Papers. RePEc:red:sed017:286.

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2018Observing and shaping the market: the dilemma of central banks. (2018). Cornand, Camille ; Baeriswyl, Romain ; Ziliotto, Bruno. In: Working Papers. RePEc:snb:snbwpa:2018-03.

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2017Stock market development and real economic activity in Peru. (2017). Vega, Marco ; Lahura, Erick. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1149-6.

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2017Derived signals for S & P CNX nifty index futures. (2017). Kumar, Prasanna B. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0067-8.

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2018On the Dynamic Linkages Among International Emerging Currencies. (2018). Mighri, Zouheir Ahmed. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0088-1.

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2018Positive liquidity spillovers from sovereign bond-backed securities. (2018). Dunne, Peter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201867.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2017Endogenous Uncertainty and Credit Crunches. (2017). Ulbricht, Robert ; Straub, Ludwig. In: TSE Working Papers. RePEc:tse:wpaper:29800.

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2018Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2018). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: TSE Working Papers. RePEc:tse:wpaper:32475.

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2018The Effect of a Financial Block on the Identification of Confidence Shocks in a Structural VAR Model. (2018). Myohl, Christian. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1821.

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2018Confidence and the Financial Accelerator. (2018). Christian, Yannic Stucki. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1823.

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2017LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS. (2017). Wagalath, Lakshithe. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500017.

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2017Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?. (2017). Bai, Jennie ; Wei, Shang-Jin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500136.

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More than 100 citations found, this list is not complete...

Works by Kathy Yuan:


YearTitleTypeCited
2005Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion In: Journal of Finance.
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article78
2006How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices In: Journal of Finance.
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article133
2008Feedback Effects and Asset Prices In: Journal of Finance.
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article38
2014Endogenous Contractual Externalities In: CEPR Discussion Papers.
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paper1
2010Learning and Complementarities: Implications for Speculative Attacks In: CEPR Discussion Papers.
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paper9
2008Learning and Complementarities: Implications for Speculative Attacks.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 9
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2010Trading Frenzies and Their Impact on Real Investment In: CEPR Discussion Papers.
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paper59
2013Trading frenzies and their impact on real investment.(2013) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 59
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2011Trading Frenzies and their Impact on Real Investment.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 59
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2010Trading Frenzies and Their Impact on Real Investment.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 59
paper
2012Stock Market Tournaments In: CEPR Discussion Papers.
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paper0
2012Stock Market Tournaments.(2012) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 0
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2012Stock Market Tournaments.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 0
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2006Are investors moonstruck? Lunar phases and stock returns In: Journal of Empirical Finance.
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article53
2014Network Risk and Key Players: A Structural Analysis of Interbank Liquidity In: FMG Discussion Papers.
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paper36
2011Learning and Complementarities in Speculative Attacks In: Review of Economic Studies.
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article29
2009On the Growth Effect of Stock Market Liberalizations In: Review of Financial Studies.
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article41
2005The Liquidity Service Of Benchmark Securities In: Journal of the European Economic Association.
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article8
2003Financial Dependence, Stock Market Liberalizations, and Growth In: William Davidson Institute Working Papers Series.
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