Access Statistics for Shu Yan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank regulation and stability: An examination of the Basel market risk framework 0 0 0 124 1 2 4 290
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 1 3 680
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 1 1 43
Predictive Regressions Revisited 0 0 0 4 0 0 0 26
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 0 0 1 111
Transactions Costs in the Foreign Exchange Market 0 0 1 16 1 4 5 74
Total Working Papers 0 0 1 438 2 8 14 1,224
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 114 1 2 6 315
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 1 1 10 19 2 2 12 28
An explanation of the forward premium ‘puzzle’ 0 0 0 168 0 0 4 322
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 0 0 2 224
CEO incentive compensation and stock liquidity 0 0 0 11 0 0 6 52
CEO incentive compensation and stock price momentum 0 1 3 5 2 4 10 21
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 1 8 148 2 5 20 375
Dispersion in analysts’ target prices and stock returns 0 1 6 18 1 3 15 48
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 0 18 1 4 11 56
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 1 1 3 6 14 14
Jump risk, stock returns, and slope of implied volatility smile 1 2 11 273 2 5 28 1,015
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 0 4 263
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 0 0 221
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 1 3 3 0 1 7 7
Nominal price illusion, return skewness, and momentum 0 0 1 1 0 1 4 4
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 2 364 0 1 4 875
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 1 3 3
Portfolio selection with mental accounts and estimation risk 0 0 1 28 0 0 5 135
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 0 60
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 0 10 312
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 0 1 43
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 0 1 288
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 0 0 3 74
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 1 122
Total Journal Articles 2 7 47 1,622 14 35 171 4,877

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Statistics updated 2025-08-05