Kathy Yuan : Citation Profile


Are you Kathy Yuan?

Shanghai Jiao Tong University

9

H index

8

i10 index

576

Citations

RESEARCH PRODUCTION:

8

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2003 - 2014). See details.
   Cites by year: 52
   Journals where Kathy Yuan has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 5 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu196
   Updated: 2020-11-21    RAS profile: 2014-12-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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)

Fry-McKibbin, Renee (9)

Veldkamp, Laura (9)

Hellwig, Christian (9)

Aldasoro, Iñaki (8)

Kenourgios, Dimitris (8)

Tsyvinski, Aleh (7)

Lorenzoni, Guido (7)

Cites to:

Angeletos, George-Marios (5)

Shin, Hyun Song (5)

Hirshleifer, David (5)

Morris, Stephen (4)

Levine, Ross (4)

Pavan, Alessandro (4)

Henry, Peter (3)

Ozdenoren, Emre (3)

Veldkamp, Laura (3)

Afonso, Gara (3)

Stein, Jeremy (3)

Main data


Where Kathy Yuan has published?


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

Recent works citing Kathy Yuan (2020 and 2019)


YearTitle of citing document
2019Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market. (2019). Kaizoji, Taisei ; Scalas, Enrico ; Eom, Cheoljun. In: Papers. RePEc:arx:papers:1904.02567.

Full description at Econpapers || Download paper

2019Heterogeneous Endogenous Effects in Networks. (2019). Peng, Sida. In: Papers. RePEc:arx:papers:1908.00663.

Full description at Econpapers || Download paper

2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

Full description at Econpapers || Download paper

2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

Full description at Econpapers || Download paper

2019The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries. (2019). McCarthy, Joseph ; Goldstein, Michael A ; Orlov, Alexei G. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:5-56.

Full description at Econpapers || Download paper

2019A structural model of interbank network formation and contagion. (2019). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0833.

Full description at Econpapers || Download paper

2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

Full description at Econpapers || Download paper

2020Systemic Risk-Shifting in Financial Networks. (2020). Hazell, J ; Georg, C-P., ; Elliott, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2068.

Full description at Econpapers || Download paper

2019Active Short Selling by Hedge Funds. (2019). Fos, Vyacheslav ; Bulka, Jordan ; Appel, Ian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13788.

Full description at Econpapers || Download paper

2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

Full description at Econpapers || Download paper

2019Sex & the City. Are financial decisions driven by emotions?. (2019). Zanotti, Giovanna ; Gabbi, Giampaolo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:21:y:2019:i:c:p:50-57.

Full description at Econpapers || Download paper

2019Strategic information aggregation and learning from prices. (2019). Pedraza, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:208-225.

Full description at Econpapers || Download paper

2020Does short selling affect a firms financial constraints?. (2020). Meng, Qingbin ; Gao, Shenghao ; Chan, Kam C ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918304279.

Full description at Econpapers || Download paper

2019Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

Full description at Econpapers || Download paper

2019Financial contagion across major stock markets: A study during crisis episodes. (2019). Bensaida, Ahmed ; Benmim, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201.

Full description at Econpapers || Download paper

2019Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. (2019). Zhai, Pengxiang ; Cai, Huan ; Deng, Chengtao ; Ma, Rufei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304492.

Full description at Econpapers || Download paper

2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

Full description at Econpapers || Download paper

2020Heterogeneous fragility, systematic panic and optimal transparency. (2020). Suli, Zheng ; Bo, Wang. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520300859.

Full description at Econpapers || Download paper

2019What causes the asymmetric correlation in stock returns?. (2019). Chung, Peter Y ; Kim, Thomas S ; Hong, Hyun A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:190-212.

Full description at Econpapers || Download paper

2019Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

Full description at Econpapers || Download paper

2020Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2020). Ferreiro, Javier Ojea. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s014098832030116x.

Full description at Econpapers || Download paper

2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

Full description at Econpapers || Download paper

2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

Full description at Econpapers || Download paper

2019New evidence on the impact of the English national soccer team on the FTSE 100. (2019). Zwergel, Bernhard ; Klein, Christian ; Heiden, Sebastian ; Bauckloh, Tobias. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:61-67.

Full description at Econpapers || Download paper

2020By the light of day: The effect of the switch to winter time on stock markets. (2020). Mugerman, Yevgeny ; Wiener, Zvi ; Yidov, Orr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300810.

Full description at Econpapers || Download paper

2020Short selling threat and corporate financing decisions. (2020). Gong, Rong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301199.

Full description at Econpapers || Download paper

2020Investor regret, share performance and the role of corporate agreeableness. (2020). Davies, Gary ; Vohra, Shalini. In: Journal of Business Research. RePEc:eee:jbrese:v:110:y:2020:i:c:p:306-315.

Full description at Econpapers || Download paper

2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Attention allocation and return co-movement: Evidence from repeated natural experiments. (2019). Lin, Tse-Chun ; Huang, Yulin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:369-383.

Full description at Econpapers || Download paper

2019The power of sunspots: An experimental analysis. (2019). Llorente-Saguer, Aniol ; Heinemann, Frank ; Fehr, Dietmar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:123-136.

Full description at Econpapers || Download paper

2019Dollar-weighted return on aggregate corporate sector: How is it distributed across countries?. (2019). Lee, Dongwook ; Sun, Lingxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300277.

Full description at Econpapers || Download paper

2020Short selling and corporate tax avoidance: Insights from a financial constraint view. (2020). Ni, Xiaoran ; Luo, Jinbo ; Tian, Gary Gang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20300019.

Full description at Econpapers || Download paper

2019Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region. (2019). Shahzad, Farrukh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:525-543.

Full description at Econpapers || Download paper

2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Mohti, Wahbeeah ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1388-1398.

Full description at Econpapers || Download paper

2020Everybody likes shopping, including the US capital market. (2020). Cohen, Gil ; Aharon, David Y ; Qadan, Mahmoud. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

Full description at Econpapers || Download paper

2020Air pollution, individual investors, and stock pricing in China. (2020). Lu, Jing ; Wu, Qinin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:267-287.

Full description at Econpapers || Download paper

2019Foreign institutional investors’ trading and information dissemination in emerging markets: Further evidence. (2019). Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:301-314.

Full description at Econpapers || Download paper

2019The High Holidays: Psychological mechanisms of honesty in real-life financial decisions. (2019). Qadan, Mahmoud ; Kliger, Doron. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:78:y:2019:i:c:p:121-137.

Full description at Econpapers || Download paper

2019Strategic Liquidity Mismatch and Financial Sector Stability. (2019). Silva, Andre. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-82.

Full description at Econpapers || Download paper

2019Conflict without an Apparent Cause. (2019). Bagchi, Aniruddha ; Mathews, Timothy. In: Games. RePEc:gam:jgames:v:10:y:2019:i:4:p:39-:d:273092.

Full description at Econpapers || Download paper

2020Stock Market Contagion during the Global Financial Crises: Evidence from the Chilean Stock Market. (2020). Silva, Berta ; Gjerde, Tom ; Mahenthiran, Sakthi. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:26-:d:348131.

Full description at Econpapers || Download paper

2019Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2019). Dunne, Peter. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:58-:d:221149.

Full description at Econpapers || Download paper

2020A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434.

Full description at Econpapers || Download paper

2019Do Superstitious Traders Lose Money?. (2019). Bhattacharya, Utpal ; Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201962.

Full description at Econpapers || Download paper

2020Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?. (2020). Yu, Honghai ; Xu, Nianhang ; Huang, Jiekun. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4455-4476.

Full description at Econpapers || Download paper

2020Conditional dependence in post-crisis markets: dispersion and correlation skew trades. (2020). Sokolinskiy, Oleg. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00847-y.

Full description at Econpapers || Download paper

2019Trading Costs and Informational Efficiency. (2019). Parlatore, Cecilia ; Davila, Eduardo. In: NBER Working Papers. RePEc:nbr:nberwo:25662.

Full description at Econpapers || Download paper

2020Where Has All the Data Gone?. (2020). Veldkamp, Laura ; Venkateswaran, Venky ; Matray, Adrien ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:26927.

Full description at Econpapers || Download paper

2019On the Link Between the Volatility and Skewness of Growth. (2019). Popov, Alexander ; Bekaert, Geert. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:4:d:10.1057_s41308-019-00092-2.

Full description at Econpapers || Download paper

2019Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH. (2019). Sandoval Paucar, Giovanny. In: MPRA Paper. RePEc:pra:mprapa:92534.

Full description at Econpapers || Download paper

2020Will Stock Rise on Valentine’s Day?. (2020). Hou, Siqi ; Leung, Terence Tai. In: MPRA Paper. RePEc:pra:mprapa:99058.

Full description at Econpapers || Download paper

2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202022.

Full description at Econpapers || Download paper

2019Risk-Sharing and Investment in Concentrated Markets. (2019). Sockin, Michael ; Neuhann, Daniel. In: 2019 Meeting Papers. RePEc:red:sed019:118.

Full description at Econpapers || Download paper

2019OTC Intermediaries. (2019). Rajan, Sriram ; Siriwardane, Emil ; Herskovic, Bernard ; Eisfeldt, Andrea. In: 2019 Meeting Papers. RePEc:red:sed019:204.

Full description at Econpapers || Download paper

2019Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth. (2019). Cao, Shuo ; Chen, Hongyi. In: ADBI Working Papers. RePEc:ris:adbiwp:0938.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

Full description at Econpapers || Download paper

2020Calm before the storm: an early warning approach before and during the COVID-19 crisis. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:34483.

Full description at Econpapers || Download paper

2020Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe. (2020). Tonzer, Lena ; Schaumburg, Julia ; Boehm, Hannes. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200008.

Full description at Econpapers || Download paper

2020Financial Contagion and the Wealth Effect: An Experimental Study. (2020). Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:ucn:wpaper:202007.

Full description at Econpapers || Download paper

2020Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546.

Full description at Econpapers || Download paper

2019Economic uncertainty, trading activity, and commodity futures volatility. (2019). Watugala, Sumudu W. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:921-945.

Full description at Econpapers || Download paper

2020Financial linkages and sectoral business cycle synchronisation: Evidence from Europe. (2020). Tonzer, Lena ; Schaumburg, Julia ; Bohm, Hannes. In: IWH Discussion Papers. RePEc:zbw:iwhdps:22020.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article93
2006How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices In: Journal of Finance.
[Full Text][Citation analysis]
article161
2008Feedback Effects and Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]
article41
2014Endogenous Contractual Externalities In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2010Learning and Complementarities: Implications for Speculative Attacks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper9
2008Learning and Complementarities: Implications for Speculative Attacks.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2010Trading Frenzies and Their Impact on Real Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper67
2013Trading frenzies and their impact on real investment.(2013) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
article
2011Trading Frenzies and their Impact on Real Investment.(2011) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
paper
2010Trading Frenzies and Their Impact on Real Investment.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 67
paper
2012Stock Market Tournaments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Stock Market Tournaments.(2012) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Stock Market Tournaments.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Are investors moonstruck? Lunar phases and stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article69
2014Network Risk and Key Players: A Structural Analysis of Interbank Liquidity In: FMG Discussion Papers.
[Full Text][Citation analysis]
paper45
2011Learning and Complementarities in Speculative Attacks In: Review of Economic Studies.
[Full Text][Citation analysis]
article32
2009On the Growth Effect of Stock Market Liberalizations In: Review of Financial Studies.
[Full Text][Citation analysis]
article46
2005The Liquidity Service Of Benchmark Securities In: Journal of the European Economic Association.
[Full Text][Citation analysis]
article9
2003Financial Dependence, Stock Market Liberalizations, and Growth In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team