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Yao, Juan
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University of Sydney - Business School - Finance Discipline
P.O. Box H58 Sydney, NSW 2006 Australia +61 2 93517650 (Phone) +61 2 9351 6461 (Fax)
email address
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Financial Research Network (FIRN)
C/- University of Queensland Business School St Lucia, 4071 Brisbane Queensland Australia
HOME PAGE: http://www.firn.org.au
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Yao, Juan's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
223 |
Total
Citations
3 |
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1.
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Yao, Juan University of Sydney - Business School - Finance Discipline
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113
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Retrun predictability, Bayesian dynamic linear model, market efficiency
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Yao, Juan University of Sydney - Business School - Finance Discipline
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52
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Non-parametric approach, Time-varying beta, Industry Risk Analysis, Time-Varying Model
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3.
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Wilkens, Marco University of Augsburg Yao, Juan University of Sydney - Business School - Finance Discipline Jeyasreedharan, Nagaratnam University of Tasmania Oehler, Patrick University of Augsburg
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29
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Hedge Funds, Performance Measurement, Factor Model, Endogenous Benchmark
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4.
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Yao, Juan University of Sydney - Business School - Finance Discipline Partington, Graham University of Sydney - School of Business - Finance Discipline Stevenson, Maxwell University of Sydney - School of Business - Finance Discipline
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29
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3
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Survival analysis, Stock market predictability, Runs, Duration dependence, Market efficiency
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5.
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Yao, Juan University of Sydney - Business School - Finance Discipline Partington, Graham University of Sydney - School of Business - Finance Discipline Stevenson, Maxwell University of Sydney - School of Business - Finance Discipline
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consumer sentiment predictability, duration dependence, runs, survival analysis
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Yao, Juan University of Sydney - Business School - Finance Discipline
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Records 1 -
6
of 6 matches
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