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 0 3 13 301
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 2 10 15 694
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 0 2 3 29
Relative Pricing of Options with Stochastic Volatility 1 1 1 31 1 3 4 115
Transactions Costs in the Foreign Exchange Market 0 0 0 16 0 4 9 79
Total Working Papers 1 1 1 439 3 23 49 1,265
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 3 10 323
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 1 2 5 23 16 21 32 58
An explanation of the forward premium ‘puzzle’ 0 0 0 168 0 2 9 331
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 1 1 1 43 3 5 10 234
CEO incentive compensation and stock liquidity 0 0 0 11 0 1 5 57
CEO incentive compensation and stock price momentum 0 0 3 6 0 1 9 24
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 3 5 151 1 6 16 384
Dispersion in analysts’ target prices and stock returns 2 2 4 21 16 32 51 93
Higher moments, extreme returns, and cross–section of cryptocurrency returns 1 1 2 20 21 50 114 166
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 1 2 8 14 31 39
Jump risk, stock returns, and slope of implied volatility smile 0 1 7 278 3 13 34 1,044
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 3 7 270
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 2 4 225
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 1 1 2 4 1 8 10 15
Nominal price illusion, return skewness, and momentum 0 0 2 2 2 7 13 15
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 1 7 881
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 2 5 7
Portfolio selection with mental accounts and estimation risk 0 0 0 28 4 11 20 155
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 2 7 67
Psychological anchoring effect and cross section of cryptocurrency returns 0 0 0 0 0 10 13 13
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 3 6 318
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 3 5 7 50
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 1 3 4 292
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 0 2 6 80
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 5 10 132
Total Journal Articles 6 11 32 1,644 81 212 440 5,273

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Statistics updated 2026-04-09