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 4 13 301
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 2 5 47
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 3 9 13 692
Predictive Regressions Revisited 0 0 0 4 0 3 3 29
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 2 3 114
Transactions Costs in the Foreign Exchange Market 0 0 1 16 1 4 10 79
Total Working Papers 0 0 1 438 7 24 47 1,262
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 0 3 9 322
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 1 1 4 22 2 7 16 42
An explanation of the forward premium ‘puzzle’ 0 0 0 168 1 6 9 331
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 3 7 231
CEO incentive compensation and stock liquidity 0 0 0 11 0 2 5 57
CEO incentive compensation and stock price momentum 0 0 4 6 0 1 12 24
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 2 3 5 151 2 5 15 383
Dispersion in analysts’ target prices and stock returns 0 0 3 19 11 20 37 77
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 1 19 13 70 96 145
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 1 2 2 7 24 31
Jump risk, stock returns, and slope of implied volatility smile 0 1 7 278 3 14 33 1,041
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 1 4 8 270
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 3 4 225
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 0 1 3 2 7 9 14
Nominal price illusion, return skewness, and momentum 0 0 2 2 4 5 11 13
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 1 4 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 0 9 17 151
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 3 7 67
Psychological anchoring effect and cross section of cryptocurrency returns 0 0 0 0 3 13 13 13
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 4 14 318
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 3 4 47
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 0 4 6 80
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 2 3 291
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 5 9 131
Total Journal Articles 3 5 28 1,638 46 206 380 5,192

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Statistics updated 2026-03-04