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 2 2 13 308
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 2 4 49
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 6 8 25 708
Predictive Regressions Revisited 0 0 0 4 3 3 8 34
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 1 1 7 119
Transactions Costs in the Foreign Exchange Market 0 2 2 18 0 2 7 82
Total Working Papers 0 2 3 441 13 18 64 1,300
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 2 10 329
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 2 8 29 17 41 108 141
An explanation of the forward premium ‘puzzle’ 0 0 0 168 2 3 12 335
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 1 43 1 3 12 238
CEO incentive compensation and stock liquidity 0 0 0 11 1 2 7 62
CEO incentive compensation and stock price momentum 0 0 1 6 0 0 10 31
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 5 153 1 3 17 394
Dispersion in analysts’ target prices and stock returns 0 0 6 24 3 24 90 144
Higher moments, extreme returns, and cross–section of cryptocurrency returns 1 2 3 22 16 22 167 224
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 4 5 4 7 34 54
Jump risk, stock returns, and slope of implied volatility smile 3 4 11 287 11 20 64 1,088
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 0 9 273
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 2 2 10 232
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 0 2 5 0 3 17 24
Nominal price illusion, return skewness, and momentum 0 0 1 2 3 4 17 23
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 3 8 885
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 1 2 2 2 2 3 8 12
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 2 20 160
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 2 2 10 73
Psychological anchoring effect and cross section of cryptocurrency returns 1 3 4 4 8 21 47 47
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 2 2 8 322
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 1 1 9 0 2 15 58
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 22 22 28 317
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 2 2 10 84
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 1 17 140
Total Journal Articles 6 14 49 1,677 102 196 755 5,690

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Statistics updated 2026-11-12