EconPapers    
Economics at your fingertips  
 

Details about Hongjun Yan

Homepage:https://sites.google.com/site/hongjunyanhomepage/
Postal address:1 East Jackson Boulevard, Chicago, IL
Workplace:Department of Finance, Graduate School of Business, DePaul University, (more information at EDIRC)

Access statistics for papers by Hongjun Yan.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pya276


Jump to Journal Articles

Working Papers

2024

  1. Investor Memory and Biased Beliefs: Evidence from the Field
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2023

  1. Personality Differences and Investment Decision-Making
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2018

  1. Financial Intermediation Chains in an OTC Market
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (3)
  2. In the Shadows of the Government: Relationship Building During Political Turnovers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

2015

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

2013

  1. Informed Trading and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2011

  1. Anticipated and Repeated Shocks in Liquid Markets
    FMG Discussion Papers, Financial Markets Group Downloads View citations (23)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (4)

    See also Journal Article Anticipated and Repeated Shocks in Liquid Markets, The Review of Financial Studies, Society for Financial Studies (2013) Downloads View citations (82) (2013)

2010

  1. What Does Stock Ownership Breadth Measure?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article What Does Stock Ownership Breadth Measure?, Review of Finance, European Finance Association (2013) Downloads View citations (18) (2013)

2009

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

    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) Downloads View citations (29) (2010)
  2. Heterogeneous Expectations and Bond Markets
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (4)

    See also Journal Article Heterogeneous Expectations and Bond Markets, The Review of Financial Studies, Society for Financial Studies (2010) Downloads View citations (111) (2010)
  3. Is Noise Trading Cancelled Out by Aggregation?
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article Is Noise Trading Cancelled Out by Aggregation?, Management Science, INFORMS (2010) Downloads View citations (30) (2010)
  4. Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
    Yale School of Management Working Papers, Yale School of Management Downloads
  5. The Impact of Earnings Surprises on Stock Returns: Theory and Evidence
    Yale School of Management Working Papers, Yale School of Management Downloads
  6. Uncertainty and Valuations
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article Uncertainty and Valuations, Critical Finance Review, now publishers (2016) Downloads View citations (8) (2016)

2008

  1. Natural Selection in Financial Markets: Does it Work?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (17)
    See also Journal Article Natural Selection in Financial Markets: Does It Work?, Management Science, INFORMS (2008) Downloads View citations (111) (2008)

Journal Articles

2022

  1. A Global Version of Samuelson's Dictum
    American Economic Review: Insights, 2022, 4, (2), 239-54 Downloads View citations (2)

2021

  1. Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
    Journal of Financial Economics, 2021, 139, (2), 545-560 Downloads View citations (5)
  2. Reputation Concerns and Slow-Moving Capital
    The Review of Asset Pricing Studies, 2021, 11, (3), 580-609 Downloads View citations (4)
  3. Under-reaction in the sovereign CDS market
    Journal of Banking & Finance, 2021, 130, (C) Downloads View citations (4)
  4. User Interface and Firsthand Experience in Retail Investing
    The Review of Financial Studies, 2021, 34, (9), 4486-4523 Downloads View citations (11)

2019

  1. Disagreement beta
    Journal of Monetary Economics, 2019, 107, (C), 96-113 Downloads

2016

  1. Uncertainty and Valuations
    Critical Finance Review, 2016, 5, (1), 85-128 Downloads View citations (8)
    See also Working Paper Uncertainty and Valuations, Yale School of Management Working Papers (2009) Downloads (2009)

2014

  1. Collateral-Motivated Financial Innovation
    The Review of Financial Studies, 2014, 27, (10), 2961-2997 Downloads View citations (23)

2013

  1. Anticipated and Repeated Shocks in Liquid Markets
    The Review of Financial Studies, 2013, 26, (8), 1891-1912 Downloads View citations (82)
    See also Working Paper Anticipated and Repeated Shocks in Liquid Markets, FMG Discussion Papers (2011) Downloads View citations (23) (2011)
  2. What Does Stock Ownership Breadth Measure?
    Review of Finance, 2013, 17, (4), 1239-1278 Downloads View citations (18)
    See also Working Paper What Does Stock Ownership Breadth Measure?, NBER Working Papers (2010) Downloads View citations (1) (2010)

2010

  1. Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
    The Review of Economic Studies, 2010, 77, (3), 914-936 Downloads View citations (29)
    See also Working Paper Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion, CEPR Discussion Papers (2009) Downloads View citations (3) (2009)
  2. Heterogeneous Expectations and Bond Markets
    The Review of Financial Studies, 2010, 23, (4), 1433-1466 Downloads View citations (111)
    See also Working Paper Heterogeneous Expectations and Bond Markets, Yale School of Management Working Papers (2009) Downloads View citations (1) (2009)
  3. Is Noise Trading Cancelled Out by Aggregation?
    Management Science, 2010, 56, (7), 1047-1059 Downloads View citations (30)
    See also Working Paper Is Noise Trading Cancelled Out by Aggregation?, Yale School of Management Working Papers (2009) Downloads (2009)

2008

  1. Natural Selection in Financial Markets: Does It Work?
    Management Science, 2008, 54, (11), 1935-1950 Downloads View citations (111)
    See also Working Paper Natural Selection in Financial Markets: Does it Work?, Yale School of Management Working Papers (2008) Downloads View citations (17) (2008)
 
Page updated 2025-03-31