Details about Hongjun Yan
Access statistics for papers by Hongjun Yan.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pya276
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Working Papers
2024
- Investor Memory and Biased Beliefs: Evidence from the Field
NBER Working Papers, National Bureau of Economic Research, Inc
2023
- Personality Differences and Investment Decision-Making
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2018
- Financial Intermediation Chains in an OTC Market
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (3)
- In the Shadows of the Government: Relationship Building During Political Turnovers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
2015
- A Model of Anomaly Discovery
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2013
- Informed Trading and Expected Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2011
- Anticipated and Repeated Shocks in Liquid Markets
FMG Discussion Papers, Financial Markets Group View citations (23)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (4)
See also Journal Article Anticipated and Repeated Shocks in Liquid Markets, The Review of Financial Studies, Society for Financial Studies (2013) View citations (82) (2013)
2010
- What Does Stock Ownership Breadth Measure?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article What Does Stock Ownership Breadth Measure?, Review of Finance, European Finance Association (2013) View citations (18) (2013)
2009
- Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in Yale School of Management Working Papers, Yale School of Management (2009) 
See also Journal Article Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion, The Review of Economic Studies, Review of Economic Studies Ltd (2010) View citations (29) (2010)
- 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 (4)
See also Journal Article Heterogeneous Expectations and Bond Markets, The Review of Financial Studies, Society for Financial Studies (2010) View citations (111) (2010)
- Is Noise Trading Cancelled Out by Aggregation?
Yale School of Management Working Papers, Yale School of Management 
See also Journal Article Is Noise Trading Cancelled Out by Aggregation?, Management Science, INFORMS (2010) View citations (30) (2010)
- Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
Yale School of Management Working Papers, Yale School of Management
- The Impact of Earnings Surprises on Stock Returns: Theory and Evidence
Yale School of Management Working Papers, Yale School of Management
- Uncertainty and Valuations
Yale School of Management Working Papers, Yale School of Management 
See also Journal Article Uncertainty and Valuations, Critical Finance Review, now publishers (2016) View citations (8) (2016)
2008
- Natural Selection in Financial Markets: Does it Work?
Yale School of Management Working Papers, Yale School of Management View citations (17)
See also Journal Article Natural Selection in Financial Markets: Does It Work?, Management Science, INFORMS (2008) View citations (111) (2008)
Journal Articles
2022
- A Global Version of Samuelson's Dictum
American Economic Review: Insights, 2022, 4, (2), 239-54 View citations (2)
2021
- Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
Journal of Financial Economics, 2021, 139, (2), 545-560 View citations (5)
- Reputation Concerns and Slow-Moving Capital
The Review of Asset Pricing Studies, 2021, 11, (3), 580-609 View citations (4)
- Under-reaction in the sovereign CDS market
Journal of Banking & Finance, 2021, 130, (C) View citations (4)
- User Interface and Firsthand Experience in Retail Investing
The Review of Financial Studies, 2021, 34, (9), 4486-4523 View citations (11)
2019
- Disagreement beta
Journal of Monetary Economics, 2019, 107, (C), 96-113
2016
- Uncertainty and Valuations
Critical Finance Review, 2016, 5, (1), 85-128 View citations (8)
See also Working Paper Uncertainty and Valuations, Yale School of Management Working Papers (2009) (2009)
2014
- Collateral-Motivated Financial Innovation
The Review of Financial Studies, 2014, 27, (10), 2961-2997 View citations (23)
2013
- Anticipated and Repeated Shocks in Liquid Markets
The Review of Financial Studies, 2013, 26, (8), 1891-1912 View citations (82)
See also Working Paper Anticipated and Repeated Shocks in Liquid Markets, FMG Discussion Papers (2011) View citations (23) (2011)
- What Does Stock Ownership Breadth Measure?
Review of Finance, 2013, 17, (4), 1239-1278 View citations (18)
See also Working Paper What Does Stock Ownership Breadth Measure?, NBER Working Papers (2010) View citations (1) (2010)
2010
- Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
The Review of Economic Studies, 2010, 77, (3), 914-936 View citations (29)
See also Working Paper Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion, CEPR Discussion Papers (2009) View citations (3) (2009)
- Heterogeneous Expectations and Bond Markets
The Review of Financial Studies, 2010, 23, (4), 1433-1466 View citations (111)
See also Working Paper Heterogeneous Expectations and Bond Markets, Yale School of Management Working Papers (2009) View citations (1) (2009)
- Is Noise Trading Cancelled Out by Aggregation?
Management Science, 2010, 56, (7), 1047-1059 View citations (30)
See also Working Paper Is Noise Trading Cancelled Out by Aggregation?, Yale School of Management Working Papers (2009) (2009)
2008
- Natural Selection in Financial Markets: Does It Work?
Management Science, 2008, 54, (11), 1935-1950 View citations (111)
See also Working Paper Natural Selection in Financial Markets: Does it Work?, Yale School of Management Working Papers (2008) View citations (17) (2008)
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