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Liyan Yang

SSRN Author Rank: 3,512 by Downloads and 12,524 by Citations

 

University of Toronto - Rotman School of Management


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


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. Liyan Yang's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,136
Total
Citations
31
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 |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 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:
26 Feb 16
837
(19,765)
4

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:
21 Jun 16
598
(27,175)
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
537
(31,141)
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
514
(35,367)
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, 2014, 27(4): 1190-1237, 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:
26 Feb 16
474
(37,536)
1

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
441
(39,991)
1

7.  
Information Diversity and Complementarities in Trading and Information Acquisition | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, 2015, 70(4): 1723-1765, 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:
26 Feb 16
322
(46,591)
 

8.  
Loss Aversion, Survival and Asset Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Theory, 2015, 160(12): 494-516
Number of Pages in PDF File: 55
Easley, David
Cornell University - Department of Economics
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
14 Mar 11
Last Revised:
26 Feb 16
316
(55,536)
 

9.  
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
313
(62,324)
10

10.  
Speculation and Hedging in Segmented Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, 2014, 27(3): 881-922
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:
26 Feb 16
308
(59,548)
2

11.  
Good Disclosure, Bad Disclosure | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2388976, AFA 2016 Annual Meetings
Number of Pages in PDF File: 49
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:
26 Feb 16
306
(48,434)
 

12.  
Rational Information Leakage | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, 2014, 60(11): 2762-2775
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:
26 Feb 16
289
(66,043)
2

13.  
The Asset Pricing Implications of Dividend Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, 2013, 59(9): 2036-2055
Number of Pages in PDF File: 35
Li, Yan
Temple University - Department of Finance
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 May 11
Last Revised:
26 Feb 16
284
(69,438)
 

14.  
Disagreement, Underreaction, and Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, Forthcoming
Number of Pages in PDF File: 51
Cen, Ling
University of Toronto - Rotman School of Management
Wei, Kuo-Chiang (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:
04 Nov 15
260
(58,229)
 

15.  
Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects | Show Abstract | Download This Paper | Open PDF in Browser |
American Finance Association 2015 Annual Meeting, ASSA Econometric Society 2014 Meetings, Society for Economic Dynamics 2014 Annual Meeting, 2014 China International Conference in Finance, Rotman School of Management Working Paper No. 2378120
Number of Pages in PDF File: 47
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 Jan 14
Last Revised:
26 Feb 16
203
(78,302)
 

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: 52
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:
24 Mar 16
173
(26,382)
 

17.  
Employee Bargaining Power, Inter-Firm Competition, and Equity-Based Compensation | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2457305
Number of Pages in PDF File: 74
Bova, Francesco
University of Toronto - Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
22 Jun 14
Last Revised:
11 Aug 16
89
(167,218)
 

18.  
Tian, Guoqiang
Texas A&M University - 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
70
(242,153)
 

19.  
Bova, Francesco
University of Toronto - Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
13 May 15
Last Revised:
04 Aug 16
60
(180,216)
 

20.  
Vives, Xavier
University of Navarra - IESE Business School
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
14 Apr 16
Last Revised:
22 Jul 16
0
(277,871)
 

21.  
Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2016 Annual Meeting, NBER 2015 Commodity Meeting, Rotman School of Management Working Paper No. 2555996, The Wharton School Research Paper
Number of Pages in PDF File: 49
Goldstein, Itay
University of Pennsylvania - The Wharton School - Finance Department
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
27 Jan 15
Last Revised:
30 Mar 16
0
(189,891)
 


Records 1 - 21 of 21 matches
[ 1 ]
. Liyan Yang'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
480
Total
Citations
7
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 |
Journal of Financial Economics, 2013, 107(3): 715-739
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:
26 Feb 16
425
7


Records 1 - 1 of 1 matches
[ 1 ]

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