.
Yang, Liyan's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 3,193
Total Citations 19
1.
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
430(31,084)
3
Asset Pricing, Conditional CAPM, Conditional Fama-French Three-Factor Model, Size, Value, Momentum, Nonparametric Method
2.
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
427(31,468)
2
Price Data Selling, Cost of Capital, Liquidity, Volatility, Information Acquisition, Complementarities
3.
Han, Bing University of Texas at Austin - McCombs School of Business
Yang, Liyan University of Toronto - Rotman School of Management
Posted:
18 Mar 11
Last Revised:
12 Nov 12
416(32,489)
1
social communication, price informativeness, information acquisition, asset prices, liquidity, volume, welfare
4.
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
304(47,662)
momentum, reversals, return predictability, firm size, volatility, moderated confidence, underreaction, overreaction
5.
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:
11 Dec 12
282(51,840)
Opaque trading, asset prices, welfare, regulation
6.
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:
22 Jul 12
274(53,541)
1
investor sentiment, disagreement, breadth of ownership, cross-sectional stock returns
7.
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
215(69,544)
9
CARA-normal, supply information, complementarities, multiplicity
8.
Easley, David Cornell University - Department of Economics
Yang, Liyan University of Toronto - Rotman School of Management
Posted:
14 Mar 11
Last Revised:
01 May 13
210(71,579)
loss aversion, Epstein-Zin preferences, market selection, asset pricing
9.
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
157(94,107)
asset pricing, dividend volatility, loss aversion, narrow framing, return predictability, volatility clustering
10.
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:
13 Mar 13
152(96,888)
1
Speculation, Hedging, Market Segmentation, Price Informativeness, Information Acquisition, Asset Prices
11.
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
133(108,666)
2
information leakage, insider trading, securities regulations
12.
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:
12 Nov 12
86(149,630)
information diversity, uncertainty reduction effect, market efficiency, complementarity
13.
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:
11 Mar 13
59(187,189)
Disagreement, Short-sales constraints, Underreaction, Cross-section of stock returns
14.
Han, Bing University of Texas at Austin - McCombs School of Business
Liu, Yu-Jane National Chengchi University (NCCU) - Department of Finance and Banking
Tang, Ya Peking University - Guanghua School of Management
Yang, Liyan University of Toronto - Rotman School of Management
Yu, Lifeng Peking University - Guang Hua School of Management
Posted:
15 Mar 12
Last Revised:
17 Apr 13
48(204,391)
Noise Trading, Disclosure, Informational Efficiency, Allocative Efficiency, Informational Feedback Effect
.
Yang, Liyan's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 232
Total Citations 6
1.
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
232
6
Prospect theory, Disposition effect, Momentum, Reversal
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