Mary H. Tian

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 40,921

SSRN RANKINGS

Top 40,921

in Total Papers Downloads

1,037

SSRN CITATIONS
Rank 44,248

SSRN RANKINGS

Top 44,248

in Total Papers Citations

2

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.

Firm Characteristics and Empirical Factor Models: A Model-Mining Experiment

FRB International Finance Discussion Paper
Number of pages: 58 Posted: 29 Nov 2012 Last Revised: 22 Jun 2017
Leonid Kogan and Mary H. Tian
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve System
Downloads 609 (43,062)
Citation 9

Abstract:

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Anomalies, Factor Models, Data-mining, Firm Characteristic

2.

Taxonomy of Studies on Interconnectedness

Number of pages: 19 Posted: 17 Dec 2015
Gazi Kara, Mary H. Tian and Margaret Yellen
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 154 (191,480)
Citation 2

Abstract:

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Interconnectedness, Network models, Financial stability

Tradability of Output, Business Cycles, and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 14 Mar 2011 Last Revised: 25 Mar 2017
Mary H. Tian
Board of Governors of the Federal Reserve System
Downloads 111 (248,115)

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tradability; cyclicality; real exchange rate; relative price adjustment

Tradability of Output, Business Cycles, and Asset Prices

FEDS Working Paper No. 2015-003, http://dx.doi.org/10.17016/FEDS.2015.003
Number of pages: 51 Posted: 14 Feb 2015
Mary H. Tian
Board of Governors of the Federal Reserve System
Downloads 30 (480,405)
Citation 2

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asset returns, cyclicality, tradability

4.

Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment

FRB International Finance Discussion Paper No. 1070
Number of pages: 52 Posted: 30 May 2017
Leonid Kogan and Mary H. Tian
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve System
Downloads 73 (322,250)

Abstract:

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5.

Bank Interventions and Downside Correlation Risk Premium: Evidence from the Global and Euro-Area Crisis

FRB International Finance Discussion Paper No. 1117
Number of pages: 43 Posted: 29 Nov 2014 Last Revised: 23 Aug 2015
Juan M. Londono and Mary H. Tian
Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
Downloads 44 (409,892)

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Downside Correlation Risk Premium, Bank Interventions, Variance Risk Premium, European Banking Union

6.

Bank Interventions and Options-Based Systemic Risk: Evidence from the Global and Euro-Area Crisis

FRB International Finance Discussion Paper No. 1117
Number of pages: 32 Posted: 31 May 2017
Juan M. Londono and Mary H. Tian
Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
Downloads 16 (546,307)

Abstract:

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Systemic Risk, Downside Correlation Risk Premium, Bank Interventions, Variance Risk Premium, European Banking Union