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Modeling expected return on defaultable bonds
Yu, Fan - In: The journal of fixed income 12 (2002) 2, pp. 69-81
Persistent link: https://www.econbiz.de/10001745245
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Accounting transparency and the term structure of credit spreads
Yu, Fan - In: Journal of financial economics 75 (2005) 1, pp. 53-84
Persistent link: https://www.econbiz.de/10002515944
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
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The determinants of operational risk in US financial institutions
Chernobai, Anna; Jorion, Philippe; Yu, Fan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1683-1725
Persistent link: https://www.econbiz.de/10009623285
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Pricing credit default swaps with option-implied volatility
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Financial analysts' journal : FAJ 67 (2011) 4, pp. 67-76
Persistent link: https://www.econbiz.de/10009272131
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The market for corporate control and the cost of debt
Qiu, Jiaping; Yu, Fan - In: Journal of financial economics 93 (2009) 3, pp. 505-524
Persistent link: https://www.econbiz.de/10003886733
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Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan - In: The review of financial studies 20 (2007) 3, pp. 769-811
Persistent link: https://www.econbiz.de/10003554634