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Details about Hongjun Yan

Homepage:https://sites.google.com/site/hongjunyanhomepage/
Postal address:100 Rockafeller Rd
Workplace:Department of Finance and Economics, Business, Rutgers University-Newark, (more information at EDIRC)

Access statistics for papers by Hongjun Yan.

Last updated 2015-11-19. Update your information in the RePEc Author Service.

Short-id: pya276


Jump to Journal Articles

Working Papers

2015

  1. A Model of Anomaly Discovery
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads

2013

  1. Informed Trading and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2011

  1. Anticipated and Repeated Shocks in Liquid Markets
    2011 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Yale School of Management Working Papers, Yale School of Management (2011) Downloads
    FMG Discussion Papers, Financial Markets Group (2011) Downloads View citations (11)

    See also Journal Article in Review of Financial Studies (2013)

2010

  1. What Does Stock Ownership Breadth Measure?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Finance (2013)

2009

  1. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (3)

    See also Journal Article in Review of Economic Studies (2010)
  2. Heterogeneous Expectations and Bond Markets
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2010)
  3. Is Noise Trading Cancelled Out by Aggregation?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)
    See also Journal Article in Management Science (2010)
  4. Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
    Yale School of Management Working Papers, Yale School of Management Downloads
  5. Uncertainty and Valuations
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)

2008

  1. Natural Selection in Financial Markets: Does it Work?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (28)
    See also Journal Article in Management Science (2008)

Journal Articles

2014

  1. Collateral-Motivated Financial Innovation
    Review of Financial Studies, 2014, 27, (10), 2961-2997 Downloads View citations (6)

2013

  1. Anticipated and Repeated Shocks in Liquid Markets
    Review of Financial Studies, 2013, 26, (8), 1891-1912 Downloads View citations (7)
    See also Working Paper (2011)
  2. What Does Stock Ownership Breadth Measure?
    Review of Finance, 2013, 17, (4), 1239-1278 Downloads View citations (2)
    See also Working Paper (2010)

2010

  1. Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
    Review of Economic Studies, 2010, 77, (3), 914-936 Downloads View citations (7)
    See also Working Paper (2009)
  2. Heterogeneous Expectations and Bond Markets
    Review of Financial Studies, 2010, 23, (4), 1433-1466 Downloads View citations (30)
    See also Working Paper (2009)
  3. Is Noise Trading Cancelled Out by Aggregation?
    Management Science, 2010, 56, (7), 1047-1059 Downloads View citations (11)
    See also Working Paper (2009)

2008

  1. Natural Selection in Financial Markets: Does It Work?
    Management Science, 2008, 54, (11), 1935-1950 Downloads View citations (33)
    See also Working Paper (2008)
 
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