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Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
Han, Yufeng; Lesmond, David - In: The review of financial studies 24 (2013) 5, pp. 1590-1589
Persistent link: https://www.econbiz.de/10010114161
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Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
Han, Yufeng - In: The review of financial studies 19 (2013) 1, pp. 237-236
Persistent link: https://www.econbiz.de/10010114498
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Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-272
Persistent link: https://www.econbiz.de/10007020634
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State uncertainty in stock markets: How big is the impact on the cost of equity?
Han, Yufeng - In: Journal of banking & finance 36 (2012) 9, pp. 2575-2593
Persistent link: https://www.econbiz.de/10009996273
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U.S. Monetary Policy Surprises and Mortgage Rates
Xu, Pisun; Han, Yufeng; Yang, Jian - In: Real estate economics : journal of the American Real … 40 (2012) 3, pp. 461-508
Persistent link: https://www.econbiz.de/10010013118
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On the relation between the market risk premium and market volatility
Han, Yufeng - In: Applied financial economics 21 (2011) 22, pp. 1711-1724
Persistent link: https://www.econbiz.de/10009252622
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Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
Han, Yufeng; Lesmond, David - In: The review of financial studies 24 (2011) 5, pp. 1590-1590
Persistent link: https://www.econbiz.de/10008992932