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 1 3 11 298
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 3 5 684
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 1 4 46
Predictive Regressions Revisited 0 0 0 4 1 1 1 27
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 0 6 75
Total Working Papers 0 0 1 438 4 8 29 1,242
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 1 4 7 320
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 2 5 21 2 6 13 37
An explanation of the forward premium ‘puzzle’ 0 0 0 168 4 7 7 329
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 1 3 5 229
CEO incentive compensation and stock liquidity 0 0 0 11 1 4 5 56
CEO incentive compensation and stock price momentum 0 1 4 6 0 2 11 23
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 2 148 0 2 11 378
Dispersion in analysts’ target prices and stock returns 0 1 4 19 4 8 25 61
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 1 19 41 59 67 116
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 1 2 2 1 8 20 25
Jump risk, stock returns, and slope of implied volatility smile 0 2 9 277 4 10 31 1,031
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 1 4 7 267
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 1 1 2 223
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 0 1 2 2 0 4 7 8
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 3 5 7 880
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 1 3 5
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 6 11 144
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 3 5 65
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 13 315
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 2 2 45
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 1 1 289
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 2 4 6 78
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 4 6 127
Total Journal Articles 0 8 31 1,633 72 150 274 5,058

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Statistics updated 2026-01-09