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 2 5 13 300
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 5 6 10 689
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 1 4 46
Predictive Regressions Revisited 0 0 0 4 2 3 3 29
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 1 3 113
Transactions Costs in the Foreign Exchange Market 0 0 1 16 3 3 9 78
Total Working Papers 0 0 1 438 13 19 42 1,255
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 0 114 2 3 9 322
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 0 4 21 3 7 15 40
An explanation of the forward premium ‘puzzle’ 0 0 0 168 1 7 8 330
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 2 5 7 231
CEO incentive compensation and stock liquidity 0 0 0 11 1 2 6 57
CEO incentive compensation and stock price momentum 0 1 4 6 1 3 12 24
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 1 3 149 3 4 14 381
Dispersion in analysts’ target prices and stock returns 0 1 3 19 5 12 29 66
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 1 19 16 75 83 132
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 1 1 2 4 9 23 29
Jump risk, stock returns, and slope of implied volatility smile 1 2 8 278 7 14 34 1,038
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 2 5 7 269
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 2 3 4 225
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 0 1 3 5 5 7 12
Nominal price illusion, return skewness, and momentum 0 1 2 2 1 3 7 9
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 3 6 880
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 2 3 5 7
Portfolio selection with mental accounts and estimation risk 0 0 0 28 7 11 18 151
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 2 4 7 67
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 2 3 15 317
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 2 4 4 47
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 2 6 7 80
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 2 2 3 291
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 4 8 10 131
Total Journal Articles 2 7 27 1,635 78 201 340 5,136

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Statistics updated 2026-02-12