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 1 2 2 71 1 3 5 200
Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels 0 0 0 7 1 1 2 82
Diversifying Risks in Bond Portfolios: A Cross-border Approach 0 0 0 13 0 0 0 45
Does trading remove or bring frictions? 0 0 0 11 0 0 0 69
Forgive, or Award, Your Debtor? - A Barrier Option Approach 0 0 0 12 0 0 2 58
Liquidity-adjusted benchmark yield curves: a look at trading concentration and information 0 1 1 18 0 2 3 76
Long run credit risk diversification: empirical decomposition of corporate bond spreads 0 0 0 17 0 1 3 81
Price informativeness and predictability: how liquidity can help 0 0 0 1 1 1 1 37
Search costs and investor trading activity: evidences from limit order book 0 0 0 18 0 0 0 80
Searching out of Trading Noise: A Study of Intraday Transactions Cost 0 0 0 17 0 0 0 55
What Causes Herding:Information Cascade or Search Cost ? 0 0 0 129 1 1 1 544
Total Working Papers 1 3 3 314 4 9 17 1,327


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 0 14
Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach 0 0 0 25 1 1 1 127
Does Trading Remove or Cause Friction? 0 0 0 11 0 1 1 47
Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information 0 0 0 0 0 0 0 10
Price informativeness and predictability: how liquidity can help 0 0 0 3 0 0 0 43
Search Costs and Investor Trading Activity: Evidence from Limit Order Books 0 0 0 14 0 0 1 58
Total Journal Articles 0 0 0 56 1 2 3 299


Statistics updated 2025-05-12