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Tian, Yisong S.


 SSRN Author Rank: 2,785 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
8,339
Total
Citations
263
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
3,185
(1,655)
66

2.  
Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index | Show Abstract | Download This Paper |
Journal of Derivatives, Vol. 14, No. 3, 2007
Number of Pages in PDF File: 41
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
08 Feb 06
Last Revised:
01 May 14
2,122
(3,433)
29

3.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
19 May 01
956
(13,058)
6

4.  
Extracting Risk-Neutral Density and its Moments from American Option Prices | Show Abstract | Download This Paper |
Journal of Derivatives, Vol. 18, No. 3, 2011
Number of Pages in PDF File: 40
Tian, Yisong S.
York University - Schulich School of Business
Posted:
05 Aug 11
404
(43,360)
2

5.  
Feng, Yi
Ryerson University - Ted Rogers School of Management
Tian, Yisong S.
York University - Schulich School of Business
Posted:
17 Mar 07
331
(55,007)
1

6.  
Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation Under SFAS 123r | Show Abstract | Download This Paper |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, No. 2, 2010
Number of Pages in PDF File: 31
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
14 Mar 06
Last Revised:
20 Feb 13
272
(68,782)
2

7.  
Too Much of a Good Incentive? The Case of Executive Stock Options | Show Abstract | Download This Paper |
Journal of Banking and Finance, Vol. 28, pp. 1225-1245, June 2004
Number of Pages in PDF File: 34
Tian, Yisong S.
York University - Schulich School of Business
Posted:
27 Apr 05
233
(81,038)
13

8.  
The Model-Free Implied Volatility and Its Information Content | Show Abstract | Download This Paper |
Review of Financial Studies 18(4), 1305-1342, 2005
Number of Pages in PDF File: 38
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
18 Feb 13
181
(104,111)
134

9.  
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
156
(119,008)
 

10.  
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
105
(162,974)
 

11.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
16 Sep 12
78
(197,673)
 

12.  
Implied Binomial Trees with Cubic Spline Smoothing | Show Abstract | Download This Paper |
Journal of Derivatives, Forthcoming
Number of Pages in PDF File: 30
Tian, Yisong S.
York University - Schulich School of Business
Posted:
14 Feb 12
Last Revised:
19 Nov 14
77
(199,208)
 

13.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
18 Feb 12
Last Revised:
20 Feb 12
72
(207,252)
 

14.  
Misreaction or Misspecification? A Re-Examination of Volatility Anomalies | Show Abstract | Download This Paper |
Journal of Banking and Finance, Vol. 34, 2010
Number of Pages in PDF File: 12
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
22 Aug 11
Last Revised:
20 Feb 13
71
(208,890)
 

15.  
A Random Walk Down the Options Market | Show Abstract | Download This Paper |
Journal of Futures Markets, 2012, 32(6), 505-535.
Number of Pages in PDF File: 31
Jiang, George J.
Washington State University
Tian, Yisong S.
York University - Schulich School of Business
Posted:
22 Mar 09
Last Revised:
03 Oct 12
60
(228,519)
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
28
(309,261)
 

17.  
Arbitrage, Liquidity, and the Valuation of Exchange Traded Funds | Show Abstract | Add to Cart |
Financial Markets, Institutions & Instruments, Vol. 17, Issue 5, pp. 331-362, December 2008
Number of Pages in PDF File: 32
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
(403,268)
6

18.  
Option Expensing and Managerial Equity Incentives | Show Abstract | Add to Cart |
Financial Markets, Institutions & Instruments, Vol. 18, Issue 3, pp. 195-241, August 2009
Number of Pages in PDF File: 47
Feng, Yi
Ryerson University - Ted Rogers School of Management
Tian, Yisong S.
York University - Schulich School of Business
Posted:
18 Jun 09
2
(422,177)
3

19.  
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.  
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.  
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
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
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.  
Tian, Yisong S.
York University - Schulich School of Business
Posted:
20 Feb 95
 

25.  
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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