Qiang Dai

New York University

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

11

DOWNLOADS

1,583

SSRN CITATIONS
Rank 10,127

SSRN RANKINGS

Top 10,127

in Total Papers Citations

55

CROSSREF CITATIONS

90

Scholarly Papers (11)

1.
Downloads 540 (86,722)
Citation 4

Fixed Income Pricing

NYU Working Paper No. S-MF-02-06
Number of pages: 49 Posted: 12 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 283 (179,409)

Abstract:

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Fixed Income Pricing

NYU Working Paper No. S-CDM-02-12
Number of pages: 49 Posted: 05 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 153 (318,679)

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Fixed Income Pricing

NYU Working Paper No. FIN-02-055
Number of pages: 49 Posted: 03 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 104 (428,478)

Abstract:

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2.
Downloads 301 (169,156)
Citation 66

Term Structure Dynamics in Theory and Reality

NYU Working Paper No. FIN-02-054
Number of pages: 46 Posted: 03 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 195 (257,623)
Citation 1

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Term Structure Dynamics in Theory and Reality

NYU Working Paper No. S-MF-02-05
Number of pages: 46 Posted: 12 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 106 (422,622)
Citation 31

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Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns

NYU Working Paper No. FIN-00-005
Number of pages: 47 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 75 (528,639)

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Ownership Structure, Income Distribution, and Competitive Equilibrium: a Theory of Business Cycles, Human Capital, and Asset Returns

NYU Working Paper No. S-MF-00-02
Number of pages: 47 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 44 (689,666)

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Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns

NYU Working Paper No. S-AM-00-03
Number of pages: 47 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 41 (709,880)

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Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. S-AM-00-01
Number of pages: 30 Posted: 13 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 76 (524,580)

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Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. S-MF-00-04
Number of pages: 30 Posted: 12 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 35 (753,517)

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Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. FIN-00-003
Number of pages: 30 Posted: 03 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 33 (768,826)

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Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. S-MF-01-02
Number of pages: 47 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 51 (646,595)

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Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. S-AM-01-06
Number of pages: 47 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 36 (745,965)

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Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. FIN-01-045
Number of pages: 47 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 28 (809,963)

Abstract:

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6.

Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

NYU Working Paper No. FIN-06-007
Number of pages: 39 Posted: 03 Nov 2008
Qiang Dai, Anh Le and Kenneth J. Singleton
New York University, New York University, Leonard N. Stern School of Business and Stanford University - Graduate School of Business
Downloads 92 (462,201)

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From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation

NYU Working Paper No. S-MF-00-01
Number of pages: 63 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 50 (652,361)

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From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation

NYU Working Paper No. FIN-00-004
Number of pages: 63 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 41 (709,880)

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Time Series and Cross-Sectional Variations of Expected Returns

NYU Working Paper No. SC-AM-02-10
Number of pages: 25 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 36 (745,965)

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Time Series and Cross-Sectional Variations of Expected Returns

NYU Working Paper No. S-MF-02-09
Number of pages: 25 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 25 (836,038)

Abstract:

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9.

From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit Formation

NYU Working Paper No. S-AM-00-02
Number of pages: 63 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 50 (639,125)

Abstract:

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10.

Time Series and Cross-Sectional Variations of Expected

NYU Working Paper No. FIN-02-057
Number of pages: 25 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 29 (778,564)

Abstract:

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11.

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1669-1706, 2007
Posted: 26 Jun 2008
New York University, Stanford University - Graduate School of Business and Indiana University - Kelley School of Business - Department of Finance

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