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 1 2 288
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 1 2 679
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 0 42
Predictive Regressions Revisited 0 0 0 4 0 0 0 26
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 1 1 111
Transactions Costs in the Foreign Exchange Market 0 0 1 15 0 0 1 69
Total Working Papers 0 0 1 437 2 3 6 1,215
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 1 2 114 0 2 6 313
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 1 4 17 18 1 4 24 26
An explanation of the forward premium ‘puzzle’ 0 0 1 168 0 2 9 322
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 0 0 4 224
CEO incentive compensation and stock liquidity 0 0 1 11 1 2 11 52
CEO incentive compensation and stock price momentum 0 0 2 2 0 1 4 12
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 10 146 1 1 23 368
Dispersion in analysts’ target prices and stock returns 0 2 5 16 3 5 8 40
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 3 18 0 0 8 49
Jump risk, stock returns, and slope of implied volatility smile 1 5 20 271 4 11 43 1,008
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 2 3 262
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 1 73 0 0 1 221
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 0 2 2 0 0 5 5
Nominal price illusion, return skewness, and momentum 0 0 0 0 0 1 2 2
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 1 3 364 0 1 4 874
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 0 2 2
Portfolio selection with mental accounts and estimation risk 0 0 3 28 1 2 8 134
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 0 60
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 2 2 2 304
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 1 5 43
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 1 32 1 2 4 74
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 0 1 288
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 1 2 122
Total Journal Articles 2 13 71 1,609 15 40 179 4,805

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Statistics updated 2025-03-03