Details about Kathy Yuan

Access statistics for papers by Kathy Yuan.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pyu196

Working Papers

2014

1. Endogenous Contractual Externalities
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
   FMG Discussion Papers, Financial Markets Group View citations (46)

2012

3. Stock Market Tournaments
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in FMG Discussion Papers, Financial Markets Group (2012)
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012)

2011

4. Trading Frenzies and their Impact on Real Investment
   FMG Discussion Papers, Financial Markets Group View citations (1)
   Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (25)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (7)
   See also Journal Article in Journal of Financial Economics (2013)

2010

5. Learning and Complementarities: Implications for Speculative Attacks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (6)

2003

6. Financial Dependence, Stock Market Liberalizations, and Growth
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (5)

Journal Articles

2013

1. Trading frenzies and their impact on real investment
   Journal of Financial Economics, 2013, 109, (2), 566-582 View citations (65)
   See also Working Paper (2011)

2011

2. Learning and Complementarities in Speculative Attacks
   Review of Economic Studies, 2011, 78, (1), 263-292 View citations (42)

2009

3. On the Growth Effect of Stock Market Liberalizations
   Review of Financial Studies, 2009, 22, (11), 4715-4752 View citations (72)

2008

4. Feedback Effects and Asset Prices
   Journal of Finance, 2008, 63, (4), 1939-1975 View citations (50)

2006

5. Are investors moonstruck? Lunar phases and stock returns
   Journal of Empirical Finance, 2006, 13, (1), 1-23 View citations (95)
6. How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
   Journal of Finance, 2006, 61, (2), 957-1003 View citations (219)

2005

7. Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion
   Journal of Finance, 2005, 60, (1), 379-411 View citations (138)
8. The Liquidity Service Of Benchmark Securities
   Journal of the European Economic Association, 2005, 3, (5), 1156-1180 View citations (14)