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Yang, Liyan


 SSRN Author Rank: 4,562 by Downloads
 

University of Toronto - Rotman School of Management


 105 St. George Street
 Toronto, Ontario M5S 3E6
 Canada
 email address


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. Yang, Liyan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,898
Total
Citations
27
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Differential Access to Price Information in Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 11-2011
Number of Pages in PDF File: 59
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
18 Mar 11
Last Revised:
18 Feb 13
677
(22,846)
3

2.  
Social Networks, Information Acquisition, and Asset Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, 2013, 59(6), 1444-1457
Number of Pages in PDF File: 43
Han, Bing
University of Toronto, Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
18 Mar 11
Last Revised:
06 Jun 13
586
(27,955)
3

3.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
27 Mar 12
Last Revised:
11 May 12
529
(32,094)
1

4.  
Testing Conditional Factor Models: A Nonparametric Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, 2011, 18(5): 972-992
Number of Pages in PDF File: 39
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 Apr 09
Last Revised:
21 Apr 14
505
(34,130)
6

5.  
Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011
Number of Pages in PDF File: 60
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
17 Oct 11
Last Revised:
03 Jun 13
469
(37,474)
 

6.  
Investor Sentiment, Disagreement, and Breadth-Return Relationship | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, 2013, 59(5), 1076-1091
Number of Pages in PDF File: 58
Cen, Ling
University of Toronto - Rotman School of Management
Lu, Hai
University of Toronto - Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
22 Jan 11
Last Revised:
06 Jun 13
434
(41,363)
1

7.  
Loss Aversion, Survival and Asset Prices | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 54
Easley, David
Cornell University - Department of Economics
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
14 Mar 11
Last Revised:
28 Jan 14
308
(62,498)
 

8.  
Complementarities, Multiplicity, and Supply Information | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of the European Economic Association, Vol. 7, No. 1, pp. 90-115, 2009
Number of Pages in PDF File: 46
Yang, Liyan
University of Toronto - Rotman School of Management
Ganguli, Jayant V.
University of Essex - Department of Economics
Posted:
13 Jul 06
Last Revised:
13 Aug 11
308
(62,498)
9

9.  
Information Diversity and Complementarities in Trading and Information Acquisition | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 1909501
Number of Pages in PDF File: 98
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
16 Aug 11
Last Revised:
13 Mar 14
304
(63,674)
 

10.  
Speculation and Hedging in Segmented Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, Forthcoming
Number of Pages in PDF File: 50
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:
21 Apr 14
299
(64,585)
2

11.  
Good Disclosure, Bad Disclosure | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2388976
Number of Pages in PDF File: 53
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
02 Feb 14
Last Revised:
23 Sep 14
291
(66,571)
 

12.  
Rational Information Leakage | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, Forthcoming
Number of Pages in PDF File: 34
Indjejikian, Raffi
University of Michigan at Ann Arbor - Accounting
Lu, Hai
University of Toronto - Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
25 Aug 11
Last Revised:
01 Apr 14
278
(70,056)
2

13.  
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 May 11
Last Revised:
21 Apr 14
278
(70,056)
 

14.  
Disagreement, Underreaction, and Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Asian Finance Association (AsianFA) 2014 Conference Paper
Number of Pages in PDF File: 53
Cen, Ling
University of Toronto - Rotman School of Management
Wei, K. C. John
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
15 Nov 12
Last Revised:
23 Jun 14
251
(78,496)
 

15.  
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 Jan 14
197
(100,131)
 

16.  
Back-Running: Seeking and Hiding Fundamental Information in Order Flows | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2583915
Number of Pages in PDF File: 36
Yang, Liyan
University of Toronto - Rotman School of Management
Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 Mar 15
Last Revised:
23 Apr 15
123
(152,637)
 

17.  
Tian, Guoqiang
Texas A&M University (TAMU) - Department of Economics
Wang, Xinli
University of Toronto at Scarborough
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
25 Jan 08
Last Revised:
14 Jul 13
61
(235,359)
 


Records 1 - 17 of 17 matches
[ 1 ]
. Yang, Liyan'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
417
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 This Paper | Open PDF in Browser |
forthcoming in Journal of Financial Economics (JFE)
Number of Pages in PDF File: 70
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
417
6


Records 1 - 1 of 1 matches
[ 1 ]

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