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Tian, Yisong S.
 SSRN Author Rank: 2,565 by Downloads
 Professor of Finance
 

York University - Schulich School of Business


 4700 Keele Street
 Toronto, Ontario M3J 1P3
 Canada
 416-736-2100, ext 77943 (Phone)
 416-736-5687 (Fax)
 email address

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. Tian, Yisong S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,241		 Total
Citations
241
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Johnson, Shane A.
Texas A&M University - Department of Finance
Ryan, Harley E.
Georgia State University - Department of Finance
Tian, Yisong S.
York University - Schulich School of Business
Posted:
02 Jun 06
Last Revised:
18 Oct 11
2,976
(1,393) 		58
2.  
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
08 Feb 06
Last Revised:
13 Apr 08
1,799
(3,408) 		25
3.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
19 May 01
937
(10,391) 		6
4.  
Feng, Yi
Ryerson University - Ted Rogers School of Management
Tian, Yisong S.
York University - Schulich School of Business
Posted:
17 Mar 07
319
(45,337) 		1
5.  
Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation Under SFAS 123r | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, No. 2, 2010
Accepted Paper Series
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
14 Mar 06
Last Revised:
20 Feb 13
257
(58,038) 		1
6.  
Extracting Risk-Neutral Density and its Moments from American Option Prices | Show Abstract | Download |
Journal of Derivatives, Vol. 18, No. 3, 2011
Accepted Paper Series
Tian, Yisong S.
York University - Schulich School of Business
Posted:
05 Aug 11
220
(68,601) 		2
7.  
Too Much of a Good Incentive? The Case of Executive Stock Options | Show Abstract | Download |
Journal of Banking and Finance, Vol. 28, pp. 1225-1245, June 2004
Accepted Paper Series
Tian, Yisong S.
York University - Schulich School of Business
Posted:
27 Apr 05
212
(71,241) 		14
8.  
Feng, Yi
Ryerson University - Ted Rogers School of Management
Nandy, Debarshi K.
Brandeis University - International Business School
Tian, Yisong S.
York University - Schulich School of Business
Posted:
07 Jul 11
Last Revised:
21 Aug 11
111
(126,754) 		 
9.  
Mackay, Alexandra E.
University of Toronto, Rotman School of Management
Prisman, Eliezer Z.
York University - Schulich School of Business
Tian, Yisong S.
York University - Schulich School of Business
Posted:
14 Oct 99
97
(139,409) 		 
10.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
18 Feb 12
Last Revised:
20 Feb 12
66
(176,619) 		 
11.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
16 Sep 12
56
(192,155) 		 
12.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
14 Feb 12
Last Revised:
21 Feb 12
54
(195,574) 		 
13.  
Misreaction or Misspecification? A Re-Examination of Volatility Anomalies | Show Abstract | Download |
Journal of Banking and Finance, Vol. 34, 2010
Accepted Paper Series
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
22 Aug 11
Last Revised:
20 Feb 13
52
(198,978) 		 
14.  
The Model-Free Implied Volatility and Its Information Content | Show Abstract | Download |
Review of Financial Studies 18(4), 1305-1342, 2005
Accepted Paper Series
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
18 Feb 13
32
(240,380) 		126
15.  
A Random Walk Down the Options Market | Show Abstract | Download |
Journal of Futures Markets, 2012, 32(6), 505-535.
Accepted Paper Series
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
22 Mar 09
Last Revised:
03 Oct 12
32
(240,380) 		1
16.  
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
26 Mar 05
Last Revised:
21 Feb 13
13
(302,944) 		 
17.  
Arbitrage, Liquidity, and the Valuation of Exchange Traded Funds | Show Abstract | Download |
Financial Markets, Institutions & Instruments, Vol. 17, Issue 5, pp. 331-362, December 2008
Accepted Paper Series
Ackert, Lucy F.
Kennesaw State University - Michael J. Coles College of Business
Tian, Yisong S.
York University - Schulich School of Business
Posted:
21 Nov 08
6
(325,548) 		5
18.  
Option Expensing and Managerial Equity Incentives | Show Abstract | Download |
Financial Markets, Institutions & Instruments, Vol. 18, Issue 3, pp. 195-241, August 2009
Accepted Paper Series
Feng, Yi
Ryerson University - Ted Rogers School of Management
Tian, Yisong S.
York University - Schulich School of Business
Posted:
18 Jun 09
2
(339,165) 		2
19.  
Managerial Incentives and Corporate Fraud: The Sources of Incentives Matter | Show Abstract |
Review of Finance, Vol. 13, Issue 1, pp. 115-145, 2009
Accepted Paper Series
Johnson, Shane A.
Texas A&M University - Department of Finance
Ryan, Harley E.
Georgia State University - Department of Finance
Tian, Yisong S.
York University - Schulich School of Business
Posted:
17 Jan 09
 
20.  
Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts | Show Abstract |
Financial Management, Vol. 29, No. 3, Autumn 2000
Accepted Paper Series
Ackert, Lucy F.
Kennesaw State University - Michael J. Coles College of Business
Tian, Yisong S.
York University - Schulich School of Business
Posted:
14 Jun 01
 
21.  
The Value and Incentive Effects of Nontraditional Executive Stock Option Plans | Show Abstract |
Journal of Financial Economics, Vol. 57, No. 1, July 2000
Accepted Paper Series
Tian, Yisong S.
York University - Schulich School of Business
Johnson, Shane A.
Texas A&M University - Department of Finance
Posted:
04 Jan 01
 
22.  
Indexed Executive Stock Options | Show Abstract |
Journal of Financial Economics, Vol. 57, No. 1, July 2000
Accepted Paper Series
Tian, Yisong S.
York University - Schulich School of Business
Johnson, Shane A.
Texas A&M University - Department of Finance
Posted:
04 Jan 01
 
23.  
Efficiency in Index Options Markets and Trading in Stock Baskets | Show Abstract |
Federal Reserve Bank of Atlanta, Research Department Working Paper No. 99-5
Working Paper Series
Ackert, Lucy F.
Kennesaw State University - Michael J. Coles College of Business
Tian, Yisong S.
York University - Schulich School of Business
Posted:
05 Nov 99
 
24.  
A Reexamination of Lattice Procedures for Interest Rate-Contingent Claims | Show Abstract |
ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol 7, 1994
Accepted Paper Series
Tian, Yisong S.
York University - Schulich School of Business
Posted:
20 Feb 95
 
25.  
Immunization in Markets with Tax-Clientele Effects: Evidence from the Canadian Market | Show Abstract |
J of Financial and Quantitative Analysis, Vol. 29 No. 2, June 1994
Accepted Paper Series
Prisman, Eliezer Z.
York University - Schulich School of Business
Tian, Yisong S.
York University - Schulich School of Business
Posted:
15 Jun 94
 

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