Fan Yang

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 21,975

SSRN RANKINGS

Top 21,975

in Total Papers Downloads

2,858

SSRN CITATIONS
Rank 23,932

SSRN RANKINGS

Top 23,932

in Total Papers Citations

36

CROSSREF CITATIONS

5

Scholarly Papers (7)

External Equity Financing Shocks, Financial Flows, and Asset Prices

Charles A. Dice Center Working Paper No. 2014-08, Fisher College of Business Working Paper No. 2014-03-08
Number of pages: 56 Posted: 11 Sep 2018
Frederico Belo, Xiaoji Lin and Fan Yang
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 834 (35,750)
Citation 4

Abstract:

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Issuance shocks, asset pricing, book-to-market, investment, costly external financing, collateral constraint

External Equity Financing Shocks, Financial Flows, and Asset Prices

NBER Working Paper No. w20210
Number of pages: 59 Posted: 16 Jun 2014 Last Revised: 22 Sep 2021
Frederico Belo, Xiaoji Lin and Fan Yang
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 111 (305,588)
Citation 1

Abstract:

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2.

Investment Shocks and the Commodity Basis Spread

Number of pages: 49 Posted: 09 Sep 2010 Last Revised: 05 Jul 2011
Fan Yang
University of Connecticut - Department of Finance
Downloads 541 (64,052)
Citation 13

Abstract:

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commodity futures, investment shocks

3.

The Risks of Old Capital Age: Asset Pricing Implications of Technology Adoption

Number of pages: 59 Posted: 09 Dec 2014 Last Revised: 12 Apr 2019
University of Minnesota, Board of Governors of the Federal Reserve System and University of Connecticut - Department of Finance
Downloads 393 (94,022)
Citation 1

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Technology adoption, technology frontier shock, capital age, stock returns

4.

Is the Credit Spread Puzzle a Myth?

Georgetown McDonough School of Business Research Paper, University of Connecticut School of Business Research Paper No. 18-28
Number of pages: 67 Posted: 22 Oct 2018 Last Revised: 29 Oct 2020
Georgetown University - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 339 (111,558)
Citation 10

Abstract:

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credit spread puzzle, structural models, tail risk

On the Relative Pricing of Long Maturity S&P 500 Index Options and CDX Tranches

Number of pages: 38 Posted: 27 Jan 2010
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 293 (129,411)
Citation 1

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CDX tranche spreads

On the Relative Pricing of Long Maturity S&P 500 Index Options and Cdx Tranches

NBER Working Paper No. w15734
Number of pages: 38 Posted: 10 Feb 2010 Last Revised: 30 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 41 (524,798)

Abstract:

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6.

The Leverage Effect and the Basket-Index Put Spread

Journal of Financial Economics (JFE), 2018
Number of pages: 63 Posted: 28 May 2017 Last Revised: 19 Jul 2018
Georgetown University - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 250 (152,931)
Citation 3

Abstract:

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basket-index put spread, bank, leverage effect, financial crisis, bailout, option pricing

7.

Optimal Capital Structure and Hedging Policies for Banks: The End of Bailouts

Number of pages: 60 Posted: 29 Jul 2020 Last Revised: 06 Jan 2021
Robert S. Goldstein and Fan Yang
University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 56 (451,717)

Abstract:

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bank, optimal capital structure, financial crises, risk management, bailout, too-big-to-fail