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 5 17 306
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 6 20 700
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 4 47
Predictive Regressions Revisited 0 0 0 4 1 2 5 31
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 1 3 7 118
Transactions Costs in the Foreign Exchange Market 0 0 0 16 0 1 7 80
Total Working Papers 0 0 1 439 3 17 60 1,282
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 12 326
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 3 4 9 27 25 34 66 92
An explanation of the forward premium ‘puzzle’ 0 0 0 168 0 1 10 332
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 1 11 235
CEO incentive compensation and stock liquidity 0 0 0 11 1 2 7 59
CEO incentive compensation and stock price momentum 0 0 1 6 2 7 12 31
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 2 5 153 2 6 17 390
Dispersion in analysts’ target prices and stock returns 1 3 6 24 11 26 72 119
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 2 20 10 32 143 198
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 2 3 4 5 3 8 36 47
Jump risk, stock returns, and slope of implied volatility smile 1 3 9 281 10 18 49 1,062
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 3 10 273
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 4 8 229
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 1 1 2 5 1 6 14 21
Nominal price illusion, return skewness, and momentum 0 0 1 2 2 4 15 19
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 1 7 882
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 6 9
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 2 22 157
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 4 11 71
Psychological anchoring effect and cross section of cryptocurrency returns 1 1 1 1 6 12 25 25
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 1 7 319
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 5 12 55
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 0 1 7 81
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 0 2 6 294
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 7 17 139
Total Journal Articles 10 17 41 1,661 75 192 602 5,465

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Statistics updated 2026-07-10