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 3 4 16 304
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 5 10 20 699
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 1 5 47
Predictive Regressions Revisited 0 0 0 4 1 1 4 30
Relative Pricing of Options with Stochastic Volatility 0 1 1 31 1 3 5 116
Transactions Costs in the Foreign Exchange Market 0 0 0 16 1 2 10 80
Total Working Papers 0 1 1 439 11 21 60 1,276
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 12 325
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 2 5 23 4 22 36 62
An explanation of the forward premium ‘puzzle’ 0 0 0 168 0 1 9 331
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 1 1 43 0 3 10 234
CEO incentive compensation and stock liquidity 0 0 0 11 1 1 6 58
CEO incentive compensation and stock price momentum 0 0 2 6 5 5 12 29
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 2 4 151 2 5 16 386
Dispersion in analysts’ target prices and stock returns 1 3 5 22 7 34 55 100
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 1 2 20 8 42 122 174
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 1 2 3 13 34 42
Jump risk, stock returns, and slope of implied volatility smile 2 2 9 280 8 14 42 1,052
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 2 3 9 272
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 4 4 8 229
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 1 2 4 4 7 13 19
Nominal price illusion, return skewness, and momentum 0 0 1 2 1 7 13 16
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 1 2 8 882
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 2 2 7 9
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 6 22 157
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 2 2 9 69
Psychological anchoring effect and cross section of cryptocurrency returns 0 0 0 0 1 4 14 14
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 7 319
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 4 7 11 54
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 1 1 7 81
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 2 3 6 294
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 6 7 16 138
Total Journal Articles 3 12 32 1,647 73 200 504 5,346

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Statistics updated 2026-05-06