Details about Fuyu Yang

Access statistics for papers by Fuyu Yang.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pya96

Working Papers

2015

1. Adverse Selection, Speed Bumps and Asset Market Quality
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (2)
2. Salience and the Disposition Effect: Evidence from the Introduction of `Cash-Outs' in Betting Markets
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
   See also Journal Article Salience and the Disposition Effect: Evidence from the Introduction of “Cash‐Outs” in Betting Markets, Southern Economic Journal, John Wiley & Sons (2017) View citations (2) (2017)

2014

3. Bayesian Inference and Forecasting in the Stationary Bilinear Model
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
   See also Journal Article Bayesian inference and forecasting in the stationary bilinear model, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2017) (2017)
4. Bayesian Stochastic Search for the Best Predictors: Nowcasting GDP Growth
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
5. Have Betting Exchanges Corrupted Horse Racing?
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
   See also Journal Article Have Betting Exchanges Corrupted Horse Racing?, Journal of Sports Economics (2017) (2017)
6. The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (9)
   See also Journal Article The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange, Review of Finance, European Finance Association (2017) View citations (5) (2017)

2013

7. Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets
   University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
   See also Journal Article Limited cognition and clustered asset prices: Evidence from betting markets, Journal of Financial Markets, Elsevier (2016) View citations (13) (2016)

2010

8. Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
   See also Journal Article Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2010) View citations (1) (2010)
9. Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (18)
   See also Journal Article Bayesian inference in a Stochastic Volatility Nelson–Siegel model, Computational Statistics & Data Analysis, Elsevier (2012) View citations (15) (2012)

Journal Articles

2023

1. A central bankers’ sentiment index of global financial cycle
   Finance Research Letters, 2023, 57, (C)

2021

2. Framing effects and the market selection hypothesis: Evidence from real‐world isomorphic bets
   Southern Economic Journal, 2021, 88, (1), 399-413

2019

3. The wisdom of large and small crowds: Evidence from repeated natural experiments in sports betting
   International Journal of Forecasting, 2019, 35, (1), 288-296 View citations (4)

2017

4. Bayesian inference and forecasting in the stationary bilinear model
   Communications in Statistics - Theory and Methods, 2017, 46, (20), 10327-10347
   See also Working Paper Bayesian Inference and Forecasting in the Stationary Bilinear Model, University of East Anglia Applied and Financial Economics Working Paper Series (2014) (2014)
5. Have Betting Exchanges Corrupted Horse Racing?
   Journal of Sports Economics, 2017, 18, (7), 673-697
   See also Working Paper Have Betting Exchanges Corrupted Horse Racing?, University of East Anglia Applied and Financial Economics Working Paper Series (2014) (2014)
6. Salience and the Disposition Effect: Evidence from the Introduction of “Cash‐Outs” in Betting Markets
   Southern Economic Journal, 2017, 83, (4), 1052-1073 View citations (2)
   See also Working Paper Salience and the Disposition Effect: Evidence from the Introduction of `Cash-Outs' in Betting Markets, University of East Anglia Applied and Financial Economics Working Paper Series (2015) (2015)
7. Selection and incentives in contests: evidence from horse racing
   Applied Economics Letters, 2017, 24, (4), 250-253 View citations (1)
8. The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange
   Review of Finance, 2017, 21, (2), 583-603 View citations (5)
   See also Working Paper The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange, University of East Anglia Applied and Financial Economics Working Paper Series (2014) View citations (9) (2014)

2016

9. Limited cognition and clustered asset prices: Evidence from betting markets
   Journal of Financial Markets, 2016, 29, (C), 27-46 View citations (13)
   See also Working Paper Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets, University of East Anglia Applied and Financial Economics Working Paper Series (2013) (2013)

2015

10. Does society underestimate women? Evidence from the performance of female jockeys in horse racing
    Journal of Economic Behavior & Organization, 2015, 111, (C), 106-118 View citations (7)

2012

11. Bayesian inference in a Stochastic Volatility Nelson–Siegel model
    Computational Statistics & Data Analysis, 2012, 56, (11), 3774-3792 View citations (15)
    See also Working Paper Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model, SFB 649 Discussion Papers (2010) View citations (18) (2010)

2010

12. Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model
    Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (4), 38 View citations (1)
    See also Working Paper Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model, SFB 649 Discussion Papers (2010) (2010)