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

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1,052

CITATIONS
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SSRN RANKINGS

Top 1,772

in Total Papers Citations

317

Scholarly Papers (11)

1.
Downloads 425 ( 66,330)
Citation 10

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 248 (120,419)
Citation 10

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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 97 (267,549)
Citation 10

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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 80 (302,378)
Citation 10

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2.
Downloads 134 (210,247)
Citation 115

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 79 (304,729)
Citation 115

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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 55 (370,808)
Citation 115

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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 57 (364,380)

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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 34 (451,154)

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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 33 (455,698)

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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 50 (387,564)
Citation 130

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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 18 (541,952)
Citation 130

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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 18 (541,952)
Citation 130

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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 31 (465,450)
Citation 5

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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 24 (504,304)
Citation 5

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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 16 (554,707)
Citation 5

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 68 (328,457)
Citation 35

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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 29 (475,712)
Citation 10

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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 25 (498,320)
Citation 10

Abstract:

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8.

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 39 (420,377)
Citation 10

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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 22 (516,642)
Citation 1

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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 11 (587,492)
Citation 1

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 18 (523,324)
Citation 1

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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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