Details about Liyan Yang
Access statistics for papers by Liyan Yang.
Last updated 2022-06-17. Update your information in the RePEc Author Service.
Short-id: pya643
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Working Papers
2017
- Costly Interpretation of Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
2014
- Good Disclosure, Bad Disclosure
2014 Meeting Papers, Society for Economic Dynamics View citations (2)
See also Journal Article in Journal of Financial Economics (2019)
- Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects
2014 Meeting Papers, Society for Economic Dynamics View citations (2)
2012
- Information Diversity and Market Efficiency Spirals
2012 Meeting Papers, Society for Economic Dynamics View citations (3)
2010
- How are Income and Non-Income Factors Different in Promoting Happiness? An Answer to the Easterlin Paradox
MPRA Paper, University Library of Munich, Germany
Journal Articles
2021
- Disclosure, competition, and learning from asset prices
Journal of Economic Theory, 2021, 197, (C) View citations (2)
- Strategic Trading When Central Bank Intervention Is Predictable
(Uncovering hedge fund skill from the portfolio holdings they hide)
The Review of Asset Pricing Studies, 2021, 11, (4), 735-761 View citations (2)
2020
- Back-Running: Seeking and Hiding Fundamental Information in Order Flows
(Arbitraging arbitrageurs)
Review of Financial Studies, 2020, 33, (4), 1484-1533 View citations (17)
- Institutionalization, delegation, and asset prices
Journal of Economic Theory, 2020, 186, (C)
2019
- Good disclosure, bad disclosure
Journal of Financial Economics, 2019, 131, (1), 118-138 View citations (38)
See also Working Paper (2014)
- Loss Aversion in Financial Markets
The Journal of Mechanism and Institution Design, 2019, 4, (1), 119-137 View citations (1)
2018
- State‐Owned Enterprises, Competition, and Disclosure
Contemporary Accounting Research, 2018, 35, (2), 596-621
2017
- Disagreement, Underreaction, and Stock Returns
Management Science, 2017, 63, (4), 1214-1231 View citations (6)
- Employee bargaining power, inter-firm competition, and equity-based compensation
Journal of Financial Economics, 2017, 126, (2), 342-363 View citations (2)
- Information Disclosure in Financial Markets
Annual Review of Financial Economics, 2017, 9, (1), 101-125
- Nonfundamental Speculation Revisited
Journal of Finance, 2017, 72, (6), 2759-2772
- Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016
Review of Quantitative Finance and Accounting, 2017, 48, (3), 849-858
2016
- Differential Access to Price Information in Financial Markets
Journal of Financial and Quantitative Analysis, 2016, 51, (4), 1071-1110 View citations (15)
- Public information and uninformed trading: Implications for market liquidity and price efficiency
Journal of Economic Theory, 2016, 163, (C), 604-643 View citations (23)
2015
- Information Diversity and Complementarities in Trading and Information Acquisition
Journal of Finance, 2015, 70, (4), 1723-1765 View citations (56)
- Loss aversion, survival and asset prices
Journal of Economic Theory, 2015, 160, (C), 494-516 View citations (17)
2014
- Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation
Review of Financial Studies, 2014, 27, (4), 1190-1237 View citations (21)
- Rational Information Leakage
Management Science, 2014, 60, (11), 2762-2775 View citations (8)
- Speculation and Hedging in Segmented Markets
Review of Financial Studies, 2014, 27, (3), 881-922 View citations (28)
2013
- Asset-Pricing Implications of Dividend Volatility
Management Science, 2013, 59, (9), 2036-2055 View citations (6)
- Investor Sentiment, Disagreement, and the Breadth--Return Relationship
Management Science, 2013, 59, (5), 1076-1091 View citations (31)
- Prospect theory, the disposition effect, and asset prices
Journal of Financial Economics, 2013, 107, (3), 715-739 View citations (45)
- Social Networks, Information Acquisition, and Asset Prices
Management Science, 2013, 59, (6), 1444-1457 View citations (36)
2011
- Testing conditional factor models: A nonparametric approach
Journal of Empirical Finance, 2011, 18, (5), 972-992 View citations (21)
2009
- Complementarities, Multiplicity, and Supply Information
Journal of the European Economic Association, 2009, 7, (1), 90-115 View citations (72)
- Theory of negative consumption externalities with applications to the economics of happiness
Economic Theory, 2009, 39, (3), 399-424 View citations (3)
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