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Da, Zhi
11
Tang, Ke
11
Yang, Liyan
6
Jagannathan, Ravi
5
Gao, Pengjie
4
Dempster, M.A.H.
3
Li, Yan
3
Guo, Re-Jin
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2
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2
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1
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1
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1
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Journal of banking & finance
5
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5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Working paper / National Bureau of Economic Research, Inc
4
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2
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2
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1
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OLC EcoSci
ECONIS (ZBW)
310
RePEc
43
EconStor
4
Other ZBW resources
4
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2
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1
Testing conditional factor models: A nonparametric approach
Li, Yan
;
Yang, Liyan
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 972-993
Persistent link: https://www.econbiz.de/10009801742
Saved in:
2
Social Networks, Information Acquisition, and Asset Prices
Han, Bing
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
6
,
pp. 1444-1457
Persistent link: https://www.econbiz.de/10010131500
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3
Asset-Pricing Implications of Dividend Volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010178623
Saved in:
4
Investor Sentiment, Disagreement, and the Breadth-Return Relationship
Cen, Ling
;
Lu, Hai
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1076-1091
Persistent link: https://www.econbiz.de/10010115128
Saved in:
5
Prospect theory, the disposition effect, and asset prices
Li, Yan
;
Yang, Liyan
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 715-739
Persistent link: https://www.econbiz.de/10010087692
Saved in:
6
Theory of negative consumption externalities with applications to the economics of happiness
Tian, Guoqiang
;
Yang, Liyan
- In:
Economic theory
39
(
2009
)
3
,
pp. 399-424
Persistent link: https://www.econbiz.de/10008230360
Saved in:
7
INDEX INVESTMENT AND FINANCIALIZATION OF COMMODITIES
Tang, Ke
;
Xiong, Wei
-
2010
Persistent link: https://www.econbiz.de/10008711232
Saved in:
8
Are Chinese warrants derivatives? Evidence from connections to their underlying stocks
Tang, Ke
;
Wang, Changyun
- In:
Quantitative finance
13
(
2013
)
8
,
pp. 1225-1240
Persistent link: https://www.econbiz.de/10010148518
Saved in:
9
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010177800
Saved in:
10
Long term spread option valuation and hedging
Dempster, M.A.H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10008141162
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