Details about Hongjun Yan

Access statistics for papers by Hongjun Yan.

Last updated 2013-01-12. Update your information in the RePEc Author Service.

Short-id: pya276

Working Papers

2013

1. Informed Trading and Expected Returns
   NBER Working Papers, National Bureau of Economic Research, Inc

2011

2. Anticipated and Repeated Shocks in Liquid Markets
   2011 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in Yale School of Management Working Papers, Yale School of Management (2011)
   FMG Discussion Papers, Financial Markets Group (2011)

2010

3. What Does Stock Ownership Breadth Measure?
   NBER Working Papers, National Bureau of Economic Research, Inc

2009

4. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
   Yale School of Management Working Papers, Yale School of Management View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (2)
5. Heterogeneous Expectations and Bond Markets
   Yale School of Management Working Papers, Yale School of Management View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (5)
   See also Journal Article in Review of Financial Studies (2010)
6. Is Noise Trading Cancelled Out by Aggregation?
   Yale School of Management Working Papers, Yale School of Management View citations (1)
   See also Journal Article in Management Science (2010)
7. Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
   Yale School of Management Working Papers, Yale School of Management
8. Uncertainty and Valuations
   Yale School of Management Working Papers, Yale School of Management

2008

9. Natural Selection in Financial Markets: Does it Work?
   Yale School of Management Working Papers, Yale School of Management View citations (10)
   See also Journal Article in Management Science (2008)

Journal Articles

2010

1. Heterogeneous Expectations and Bond Markets
   Review of Financial Studies, 2010, 23, (4), 1433-1466 View citations (3)
   See also Working Paper (2009)
2. Is Noise Trading Cancelled Out by Aggregation?
   Management Science, 2010, 56, (7), 1047-1059 View citations (1)
   See also Working Paper (2009)

2008

3. Natural Selection in Financial Markets: Does It Work?
   Management Science, 2008, 54, (11), 1935-1950 View citations (14)
   See also Working Paper (2008)