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 4 73 0 5 10 207
Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels 0 0 0 7 2 3 5 86
Diversifying Risks in Bond Portfolios: A Cross-border Approach 0 0 0 13 2 4 5 50
Does trading remove or bring frictions? 0 0 0 11 1 2 5 74
Forgive, or Award, Your Debtor? - A Barrier Option Approach 0 0 0 12 2 3 3 61
Liquidity-adjusted benchmark yield curves: a look at trading concentration and information 0 0 1 18 3 4 6 80
Long run credit risk diversification: empirical decomposition of corporate bond spreads 0 0 0 17 1 2 5 85
Price informativeness and predictability: how liquidity can help 0 0 0 1 3 4 5 41
Search costs and investor trading activity: evidences from limit order book 0 0 0 18 2 2 3 83
Searching out of Trading Noise: A Study of Intraday Transactions Cost 0 0 0 17 3 6 9 64
What Causes Herding:Information Cascade or Search Cost ? 0 0 0 129 5 6 7 550
Total Working Papers 0 0 5 316 24 41 63 1,381


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 1 2 4 18
Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach 0 0 1 26 6 9 11 137
Broadly neutralizing antibodies overcome SARS-CoV-2 Omicron antigenic shift 0 0 0 0 2 6 11 31
Does Trading Remove or Cause Friction? 0 0 0 11 0 0 2 48
Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information 0 0 0 0 0 0 1 11
Price informativeness and predictability: how liquidity can help 0 0 0 3 2 3 4 47
Search Costs and Investor Trading Activity: Evidence from Limit Order Books 1 1 1 15 2 6 8 66
Total Journal Articles 1 1 2 58 13 26 41 358


Statistics updated 2026-02-12