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 5 9 295
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 2 3 5 683
Total Working Papers 0 0 0 383 2 8 14 978
6 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 3 4 8 319
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies 2 2 8 21 2 5 12 33
An explanation of the forward premium ‘puzzle’ 0 0 0 168 1 1 4 323
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 2 2 226
CEO incentive compensation and stock liquidity 0 0 0 11 3 3 5 55
CEO incentive compensation and stock price momentum 0 0 3 5 0 0 10 21
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 4 148 1 2 13 377
Dispersion in analysts’ target prices and stock returns 0 0 4 18 1 6 19 54
Higher moments, extreme returns, and cross–section of cryptocurrency returns 0 1 1 19 0 1 11 57
Information spillover and cross-predictability of currency returns: An analysis via Machine Learning 0 0 1 1 3 6 20 20
Jump risk, stock returns, and slope of implied volatility smile 1 3 12 276 3 9 29 1,024
Linear-quadratic term structure models - Toward the understanding of jumps in interest rates 0 0 0 62 1 1 4 264
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 1 1 222
Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives 0 0 2 3 0 0 3 7
Nominal price illusion, return skewness, and momentum 0 0 1 1 2 2 5 6
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 2 2 4 877
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 1 2 4
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 5 8 140
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 3 3 63
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 12 314
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 0 1 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 1 1 2 289
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 1 2 123
Total Journal Articles 3 6 38 1,628 27 58 183 4,935


Statistics updated 2025-11-08