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 1 2 120 0 4 12 266
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 1 6 32
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 2 256 2 3 9 666
Predictive Regressions Revisited 0 0 0 4 0 0 1 24
Relative Pricing of Options with Stochastic Volatility 0 0 1 25 1 1 6 88
Transactions Costs in the Foreign Exchange Market 0 0 0 12 1 1 6 57
Total Working Papers 0 1 5 422 5 10 40 1,133

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 1 103 0 4 10 278
An explanation of the forward premium ‘puzzle’ 1 1 3 159 1 1 9 291
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 2 40 0 4 13 200
CEO incentive compensation and stock liquidity 1 1 4 4 1 2 13 13
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 1 5 116 0 4 14 299
Jump risk, stock returns, and slope of implied volatility smile 2 5 25 166 8 19 74 636
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 1 60 0 0 4 250
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 70 0 1 7 214
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 6 353 1 4 24 826
Portfolio selection with mental accounts and estimation risk 0 1 2 23 2 4 25 89
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 2 2 2 5 20 20
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 0 0 299
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 1 2 7 11 2 4 17 32
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 1 88 1 4 11 274
When more is less: Using multiple constraints to reduce tail risk 0 0 0 27 0 1 8 107
Total Journal Articles 5 11 59 1,321 18 57 249 3,828

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Statistics updated 2020-09-04