Hongjun Yan : Citation Profile

Are you Hongjun Yan?

DePaul University

8

H index

7

i10 index

434

Citations

RESEARCH PRODUCTION:

14

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 25
   Journals where Hongjun Yan has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 7 (1.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya276
   Updated: 2024-11-04    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)

He, Xuezhong (Tony) (11)

Uppal, Raman (11)

Bhamra, Harjoat (8)

Lucca, David (7)

Dindo, Pietro (7)

Bottazzi, Giulio (7)

Mueller, Philippe (7)

Vayanos, Dimitri (7)

Kogan, Leonid (6)

Cites to:

Pedersen, Lasse (17)

Vayanos, Dimitri (15)

Campbell, John (14)

Basak, Suleyman (14)

Shleifer, Andrei (13)

Stein, Jeremy (12)

Xiong, Wei (9)

Fama, Eugene (9)

Hong, Harrison (9)

French, Kenneth (9)

Dumas, Bernard (8)

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, Inc5

Recent works citing Hongjun Yan (2024 and 2023)

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

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

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2023Automatic vs Manual Investing: Role of Past Performance. (2023). Talavera, Oleksandr ; Kaawach, Said ; Kowalewski, Oskar. In: Discussion Papers. RePEc:bir:birmec:23-04.

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2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Giachini, Daniele ; Ottaviani, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001458.

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

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213.

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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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2023The breadth of ownership and corporate earnings management. (2023). Zhang, Limin ; Xu, Yekun ; Wang, Yihong ; Ma, Guangyuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007255.

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2023MSMEs meet FinTech: Chance or challenge?. (2023). Li, Jianwen. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006505.

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2023Psychological profile and investment decisions. (2023). Oliver, Barry ; Cecchini, Marco ; Bajo, Emanuele. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006177.

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2023Banking competition and the use of shadow credit: Evidence from lending marketplaces. (2023). Anwar, Sajid ; Xu, Lei ; Ma, Qianli ; Lu, Zenghua. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000790.

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2023Retail bond investors and credit ratings. (2023). Watts, Edward M ; Li, Jiacui ; Dehaan, ED. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410123000113.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2023Homophilous intensity in the online lending market: Bidding behavior and economic effects. (2023). Hu, Jinyan ; Jiang, Mingming ; Zhang, BO ; Li, Jianwen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001000.

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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). Wohl, Avi ; Nathan, Daniel ; Abudy, Menachem Meni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396.

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2023Stranding ahoy? Heterogeneous transition beliefs and capital investment choices. (2023). Cahen-Fourot, Louison ; Campiglio, Emanuele ; Yardley, Andrew ; Miess, Michael Gregor ; Daumas, Louis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:535-567.

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2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

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2023Primary market demand for German government bonds. (2023). Shida, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001109.

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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 ; Nsafoah, Dennis ; Agbloyor, Elikplimi Komla ; Ofori-Sasu, Daniel. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000045.

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2023Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69.

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2023Occupy government: Democracy and the dynamics of personnel decisions and public finances. (2023). Ferreira, Fernando ; Barbosa, Klenio. In: Journal of Public Economics. RePEc:eee:pubeco:v:221:y:2023:i:c:s0047272723000385.

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

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w.

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2023Neoclassical roots of behavioral economics. (2023). Upravitelev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2023:i:58:p:110-140.

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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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2023Macroeconomic News and Stock–Bond Comovement*. (2023). Duffee, Gregory R. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1859-1882..

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2023Price elasticity of demand and risk-bearing capacity in sovereign bond auctions. (2023). Faias, Jose Afonso ; Albuquerque, Rui ; Cardoso, Jose Miguel. In: Working Papers. RePEc:ptu:wpaper:w202302.

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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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2023Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8.

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2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

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2023A review on ESG investing: Investors expectations, beliefs and perceptions. (2023). Kräussl, Roman ; Stefanova, Denitsa ; Oladiran, Tobi ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:694.

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Works by Hongjun Yan:

YearTitleTypeCited
2022A Global Version of Samuelsons Dictum In: American Economic Review: Insights.
[Full Text][Citation analysis]		article0
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
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: 29		article
.() In: .
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This paper has nother version. Agregated cites: 29		paper
2021Under-reaction in the sovereign CDS market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
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
2008Natural Selection in Financial Markets: Does It Work? In: Management Science.
[Full Text][Citation analysis]		article101
.() In: .
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This paper has nother version. Agregated cites: 101		paper
2010Is Noise Trading Cancelled Out by Aggregation? In: Management Science.
[Full Text][Citation analysis]		article29
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2006Heterogeneous Expectations and Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper113
2010Heterogeneous Expectations and Bond Markets.(2010) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		article
.() In: .
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This paper has nother version. Agregated cites: 113		paper
2010What Does Stock Ownership Breadth Measure? In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2013What Does Stock Ownership Breadth Measure?.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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]		paper8
2023Personality Differences and Investment Decision-Making In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2016Uncertainty and Valuations In: Critical Finance Review.
[Full Text][Citation analysis]		article6
.() In: .
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This paper has nother version. Agregated cites: 6		paper
2021Reputation Concerns and Slow-Moving Capital In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article3
2013Anticipated and Repeated Shocks in Liquid Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article80
2011Anticipated and Repeated Shocks in Liquid Markets.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2014Collateral-Motivated Financial Innovation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article23
2021User Interface and Firsthand Experience in Retail Investing In: The Review of Financial Studies.
[Full Text][Citation analysis]		article8
In: .
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In: .
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