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Jump risk, stock returns, and slope of implied volatility smile
Yan, Shu - In: Journal of financial economics 99 (2011) 1, pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
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Keynes's philosophy in China : assessing the four-trillion-yuan economic stimulus package
Shu, Yan - In: China's new deal : economic development under …, (pp. 29-34). 2011
Persistent link: https://www.econbiz.de/10009267705
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An explanation of the forward premium 'puzzle'
Roll, Richard; Yan, Shu - In: European financial management : the journal of the … 6 (2000) 2, pp. 121-148
Persistent link: https://www.econbiz.de/10001474526
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On predicting stock returns with nearly integrated explanatory variables
Torous, Walter N.; Valkanov, Rossen I.; Yan, Shu - In: The journal of business : B 77 (2004) 4, pp. 937-966
Persistent link: https://www.econbiz.de/10002618433
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Some evidence that a Tobin tax on foreign exchange transactions may increase volatility
Aliber, Robert Z.; Chowdhry, Bhagwan; Yan, Shu - In: European finance review : the official journal of the … 7 (2003) 3, pp. 481-510
Persistent link: https://www.econbiz.de/10002023894
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Comment on "Some evidence that a Tobin tax on foreign exchange transactions may increase
Werner, Ingrid M. - In: European finance review : the official journal of the … 7 (2003) 3, pp. 511-514
Persistent link: https://www.econbiz.de/10002023925
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Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - 2004
Persistent link: https://www.econbiz.de/10002485074
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A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
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When more is less : using multiple constraints to reduce tail risk
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of banking & finance 36 (2012) 10, pp. 2693-2716
Persistent link: https://www.econbiz.de/10009673265
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An empirical study of multiple direct international listings
You, Leyuan; Lucey, Brian M.; Shu, Yan - In: Global finance journal 24 (2013) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10009750396