Details about Hui Ou-Yang

Access statistics for papers by Hui Ou-Yang.

Last updated 2014-10-16. Update your information in the RePEc Author Service.

Short-id: pou50

Journal Articles

2011

1. A Model of Portfolio Delegation and Strategic Trading
   The Review of Financial Studies, 2011, 24, (11), 3778-3812 View citations (16)

2009

2. Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
   The Review of Financial Studies, 2009, 22, (1), 299-335 View citations (50)

2006

3. Capital Structure, Debt Maturity, and Stochastic Interest Rates
   The Journal of Business, 2006, 79, (5), 2469-2502 View citations (16)
4. Estimation of continuous-time models with an application to equity volatility dynamics
   Journal of Financial Economics, 2006, 82, (1), 227-249 View citations (65)
5. Incentives and performance in the presence of wealth effects and endogenous risk
   Journal of Economic Theory, 2006, 129, (1), 150-191 View citations (8)
6. Prospect theory and liquidation decisions
   Journal of Economic Theory, 2006, 129, (1), 273-288 View citations (38)

2005

7. An Equilibrium Model of Asset Pricing and Moral Hazard
   The Review of Financial Studies, 2005, 18, (4), 1253-1303 View citations (21)

2003

8. Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem
   The Review of Financial Studies, 2003, 16, (1), 173-208 View citations (108)