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Li, Yan


 SSRN Author Rank: 14,717 by Downloads
 

Temple University - Department of Finance


 Fox School of Business and Management
 Philadelphia, PA 19122
 United States
 email address

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. Li, Yan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,722
Total
Citations
9
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Predicting Market Returns Using Aggregate Implied Cost of Capital | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Accepted Paper Series
Li, Yan
Temple University - Department of Finance
Ng, David T.
Cornell University
Swaminathan, Bhaskaran
LSV Asset Management
Posted:
21 Mar 11
Last Revised:
25 Mar 13
598
(22,752)
1

2.  
Testing Conditional Factor Models: A Nonparametric Approach | Show Abstract | Download |
Journal of Empirical Finance, 2011, 18(5): 972-992
Accepted Paper Series
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 Apr 09
Last Revised:
12 May 12
463
(32,127)
6

3.  
Speculation and Hedging in Segmented Markets | Show Abstract | Download |
Review of Financial Studies, Forthcoming
Accepted Paper Series
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
21 Nov 10
Last Revised:
03 Jun 13
239
(70,138)
2

4.  
The Asset Pricing Implications of Dividend Volatility | Show Abstract | Download |
forthcoming, Management Science
Accepted Paper Series
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 May 11
Last Revised:
12 Nov 12
232
(72,362)
 

5.  
Li, Yan
Temple University - Department of Finance
Ng, David T.
Cornell University
Swaminathan, Bhaskaran
LSV Asset Management
Posted:
30 Oct 12
Last Revised:
17 Nov 12
155
(106,870)
 

6.  
Li, Yan
Temple University - Department of Finance
Su, Liangjun
Singapore Management University - School of Economics
Xu, Yuewu
Fordham University Schools of Business
Posted:
20 Dec 12
35
(257,030)
 

7.  
Li, Yan
Temple University - Department of Finance
Yang, Holly
University of Pennsylvania - The Wharton School
Posted:
29 Nov 11
Last Revised:
20 Jan 13
 


Records 1 - 7 of 7 matches
[ 1 ]
. Li, Yan's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
337
Total
Citations
6
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Prospect Theory, the Disposition Effect, and Asset Prices | Show Abstract | Download |
forthcoming in Journal of Financial Economics (JFE)
Accepted Paper Series
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
08 Mar 11
Last Revised:
12 Nov 12
337
6


Records 1 - 1 of 1 matches
[ 1 ]

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