Details about Hong Yan

Access statistics for papers by Hong Yan.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pya217

Working Papers

2015

1. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Asset Return Predictability in a Heterogeneous Agent Equilibrium Model, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2015) View citations (2) (2015)

2008

2. Market conditions, default risk and credit spreads
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (5)
   See also Journal Article Market conditions, default risk and credit spreads, Journal of Banking & Finance, Elsevier (2010) View citations (155) (2010)

2005

3. Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   See also Journal Article Conflicts of interest in sell-side research and the moderating role of institutional investors, Journal of Financial Economics, Elsevier (2007) View citations (95) (2007)

Journal Articles

2022

1. Investor learning and mutual fund flows
   Financial Management, 2022, 51, (3), 739-765 View citations (7)

2021

2. Credit Default Swaps and Bank Regulatory Capital*
   (Securitization without risk transfer)
   Review of Finance, 2021, 25, (1), 121-152 View citations (5)

2017

3. Specification Error, Estimation Risk, and Conditional Portfolio Rules
   International Review of Finance, 2017, 17, (2), 263-288
4. Understanding transactions prices in the credit default swaps market
   Journal of Financial Markets, 2017, 32, (C), 1-27 View citations (13)

2015

5. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
   Quarterly Journal of Finance (QJF), 2015, 05, (02), 1-45 View citations (2)
   See also Working Paper Asset Return Predictability in a Heterogeneous Agent Equilibrium Model, CEPR Discussion Papers (2015) View citations (2) (2015)

2011

6. Financial Distress and the Cross‐section of Equity Returns
   Journal of Finance, 2011, 66, (3), 789-822 View citations (43)

2010

7. Market conditions, default risk and credit spreads
   Journal of Banking & Finance, 2010, 34, (4), 743-753 View citations (155)
   See also Working Paper Market conditions, default risk and credit spreads, Discussion Paper Series 2: Banking and Financial Studies (2008) View citations (5) (2008)

2009

8. Estimation Uncertainty and the Equity Premium*
   International Review of Finance, 2009, 9, (3), 243-268 View citations (2)

2008

9. Default Risk, Shareholder Advantage, and Stock Returns
   The Review of Financial Studies, 2008, 21, (6), 2743-2778 View citations (83)

2007

10. Conflicts of interest in sell-side research and the moderating role of institutional investors
    Journal of Financial Economics, 2007, 85, (2), 420-456 View citations (95)
    See also Working Paper Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors, CEPR Discussion Papers (2005) View citations (6) (2005)
11. Participation Costs and the Sensitivity of Fund Flows to Past Performance
    Journal of Finance, 2007, 62, (3), 1273-1311 View citations (205)
12. The Impact of Foreign Portfolio Flows on Emerging Market Volatility: Evidence from Thailand
    Australian Journal of Management, 2007, 32, (2), 345-368 View citations (8)

2006

13. Macroeconomic Conditions, Firm Characteristics, and Credit Spreads
    Journal of Financial Services Research, 2006, 29, (3), 177-210 View citations (22)

2001

14. Dynamic Models of the Term Structure
    Financial Analysts Journal, 2001, 57, (4), 60-76