Fan Yang

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,869

SSRN RANKINGS

Top 20,869

in Total Papers Downloads

2,467

SSRN CITATIONS
Rank 31,036

SSRN RANKINGS

Top 31,036

in Total Papers Citations

19

CROSSREF CITATIONS

4

Scholarly Papers (6)

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 782 (32,728)
Citation 4

Abstract:

Loading...

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: 17 Jun 2014
Frederico Belo, Xiaoji Lin and Fan Yang
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 62 (379,715)

Abstract:

Loading...

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 523 (56,531)
Citation 7

Abstract:

Loading...

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, Federal Reserve Board and University of Connecticut - Department of Finance
Downloads 332 (97,041)
Citation 1

Abstract:

Loading...

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

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 290 (111,850)
Citation 1

Abstract:

Loading...

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 2010
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 39 (466,981)

Abstract:

Loading...

5.

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 237 (138,543)

Abstract:

Loading...

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

6.

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: 07 Dec 2018
Georgetown University - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 202 (162,084)
Citation 5

Abstract:

Loading...

credit spread puzzle, structural models, tail risk