Access Statistics for David S. Sun

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
Behavioral investment strategy matters: a statistical arbitrage approach 0 0 1 73 0 0 12 213
Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels 0 0 0 7 0 0 4 86
Diversifying Risks in Bond Portfolios: A Cross-border Approach 0 0 0 13 0 1 13 58
Does trading remove or bring frictions? 0 0 0 11 1 2 10 80
Forgive, or Award, Your Debtor? - A Barrier Option Approach 0 0 0 12 2 2 9 67
Liquidity-adjusted benchmark yield curves: a look at trading concentration and information 0 0 0 18 0 0 8 84
Long run credit risk diversification: empirical decomposition of corporate bond spreads 1 1 1 18 1 1 8 90
Price informativeness and predictability: how liquidity can help 0 0 0 1 0 1 8 45
Search costs and investor trading activity: evidences from limit order book 0 0 0 18 1 1 6 87
Searching out of Trading Noise: A Study of Intraday Transactions Cost 0 0 0 17 0 0 9 66
What Causes Herding:Information Cascade or Search Cost ? 0 0 0 129 1 2 17 561
Total Working Papers 1 1 2 317 6 10 104 1,437


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are credit spreads too low or too high? A hybrid barrier option approach for financial distress 0 0 0 3 0 0 7 22
Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach 0 0 0 26 1 1 16 144
Broadly neutralizing antibodies overcome SARS-CoV-2 Omicron antigenic shift 0 0 0 0 0 1 11 33
Does Trading Remove or Cause Friction? 0 0 0 11 1 1 5 52
Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information 0 0 0 0 0 0 1 12
Price informativeness and predictability: how liquidity can help 0 0 0 3 1 2 7 51
Search Costs and Investor Trading Activity: Evidence from Limit Order Books 0 0 1 15 0 0 10 70
Total Journal Articles 0 0 1 58 3 5 57 384


Statistics updated 2026-09-10