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 2 16 306
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 1 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 0 1 5 31
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 0 2 7 118
Transactions Costs in the Foreign Exchange Market 0 0 0 16 0 0 6 80
Total Working Papers 0 0 1 439 0 6 58 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 2 12 327
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 0 4 8 27 8 38 72 100
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 0 1 11 235
CEO incentive compensation and stock liquidity 0 0 0 11 1 2 8 60
CEO incentive compensation and stock price momentum 0 0 1 6 0 2 10 31
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 2 5 153 1 5 16 391
Dispersion in analysts’ target prices and stock returns 0 2 6 24 1 20 72 120
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 0 2 20 4 28 146 202
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 3 4 5 0 5 33 47
Jump risk, stock returns, and slope of implied volatility smile 2 3 10 283 6 16 53 1,068
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 0 1 10 273
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 1 1 9 230
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 1 2 5 0 2 14 21
Nominal price illusion, return skewness, and momentum 0 0 1 2 0 3 15 19
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 0 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 0 6 9
Portfolio selection with mental accounts and estimation risk 0 0 0 28 1 1 23 158
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 2 11 71
Psychological anchoring effect and cross section of cryptocurrency returns 0 1 1 1 1 12 26 26
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 1 8 320
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 2 13 56
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 91 1 1 7 295
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility 0 0 0 32 1 1 8 82
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 1 17 139
Total Journal Articles 2 16 41 1,663 29 148 617 5,494

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Statistics updated 2026-08-07