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 1 3 289
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 1 3 680
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 1 1 43
Predictive Regressions Revisited 0 0 0 4 0 0 0 26
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 0 0 1 111
Transactions Costs in the Foreign Exchange Market 0 1 1 16 3 4 4 73
Total Working Papers 0 1 1 438 6 7 12 1,222
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 1 114 1 1 6 314
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 0 12 18 0 0 14 26
An explanation of the forward premium ‘puzzle’ 0 0 1 168 0 0 6 322
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 0 3 224
CEO incentive compensation and stock liquidity 0 0 0 11 0 0 8 52
CEO incentive compensation and stock price momentum 0 2 3 4 0 5 7 17
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 2 10 148 2 4 21 372
Dispersion in analysts’ target prices and stock returns 1 2 6 18 1 6 13 46
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 1 18 0 3 9 52
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 1 1 1 2 9 9
Jump risk, stock returns, and slope of implied volatility smile 1 1 14 272 3 5 33 1,013
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 1 4 263
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 0 0 221
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 1 1 3 3 1 2 7 7
Nominal price illusion, return skewness, and momentum 0 1 1 1 1 2 4 4
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 2 364 0 0 3 874
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 1 1 3 3
Portfolio selection with mental accounts and estimation risk 0 0 1 28 0 1 5 135
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 0 60
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 8 10 312
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 0 3 43
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 0 0 3 74
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 0 1 288
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 1 122
Total Journal Articles 4 9 56 1,619 11 41 173 4,853

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Statistics updated 2025-06-06