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Yang, Liyan


 SSRN Author Rank: 5,024 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
4,870
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 |
Johnson School Research Paper Series No. 11-2011
Working Paper Series
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
578
(24,837)
3

2.  
Social Networks, Information Acquisition, and Asset Prices | Show Abstract | Download |
Management Science, 2013, 59(6), 1444-1457
Accepted Paper Series
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:
06 Jun 13
539
(27,372)
2

3.  
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:
21 Apr 14
471
(32,705)
6

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
433
(36,406)
1

5.  
Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation | Show Abstract | Download |
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
Accepted Paper Series
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
412
(38,713)
 

6.  
Investor Sentiment, Disagreement, and Breadth-Return Relationship | Show Abstract | Download |
Management Science, 2013, 59(5), 1076-1091
Accepted Paper Series
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
373
(43,744)
1

7.  
Loss Aversion, Survival and Asset Prices | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
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
277
(62,051)
 

8.  
Complementarities, Multiplicity, and Supply Information | Show Abstract | Download |
Journal of the European Economic Association, Vol. 7, No. 1, pp. 90-115, 2009
Accepted Paper Series
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
256
(67,627)
9

9.  
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:
21 Apr 14
252
(69,055)
2

10.  
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:
21 Apr 14
241
(72,109)
 

11.  
Rational Information Leakage | Show Abstract | Download |
Management Science, Forthcoming
Accepted Paper Series
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
209
(83,607)
2

12.  
Information Diversity and Complementarities in Trading and Information Acquisition | Show Abstract | Download |
Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 1909501
Accepted Paper Series
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
184
(94,706)
 

13.  
Disagreement, Underreaction, and Stock Returns | Show Abstract | Download |
Asian Finance Association (AsianFA) 2014 Conference Paper
Working Paper Series
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
169
(102,405)
 

14.  
Good Disclosure, Bad Disclosure | Show Abstract | Download |
Rotman School of Management Working Paper No. 2388976
Working Paper Series
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
02 Feb 14
156
(110,801)
 

15.  
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:
11 Feb 14
141
(120,225)
1

16.  
Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects | Show Abstract | Download |
Rotman School of Management Working Paper No. 2378120
Working Paper Series
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 Jan 14
123
(135,264)
 

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
56
(219,435)
 


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
360
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
360
6


Records 1 - 1 of 1 matches
[ 1 ]

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