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 6 10 297
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 3 45
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 2 5 683
Predictive Regressions Revisited 0 0 0 4 0 0 0 26
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 0 0 2 112
Transactions Costs in the Foreign Exchange Market 0 0 1 16 0 1 6 75
Total Working Papers 0 0 1 438 2 9 26 1,238
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 0 4 8 319
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 2 7 21 2 6 13 35
An explanation of the forward premium ‘puzzle’ 0 0 0 168 2 3 5 325
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 4 4 228
CEO incentive compensation and stock liquidity 0 0 0 11 0 3 5 55
CEO incentive compensation and stock price momentum 1 1 4 6 2 2 12 23
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 2 148 1 2 11 378
Dispersion in analysts’ target prices and stock returns 1 1 5 19 3 6 22 57
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 1 1 19 18 19 26 75
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 1 1 2 2 4 8 24 24
Jump risk, stock returns, and slope of implied volatility smile 1 3 11 277 3 9 30 1,027
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 2 3 6 266
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 1 1 222
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 0 1 3 0 0 2 7
Nominal price illusion, return skewness, and momentum 1 1 2 2 2 4 7 8
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 0 2 4 877
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 1 1 3 5
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 7 10 142
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 4 4 64
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 2 12 314
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 1 2 44
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 2 2 4 76
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 1 1 289
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 3 4 5 126
Total Journal Articles 5 10 37 1,633 51 98 221 4,986

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06