Chao Ying

Chinese University of Hong Kong

Assistant Professor of Finance

Cheng Yu Tung Building

12 Chak Cheung Street

Shatin, NT

Hong Kong

SCHOLARLY PAPERS

7

DOWNLOADS

1,195

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Debt Dynamics with Fixed Issuance Costs

Number of pages: 76 Posted: 25 Sep 2019 Last Revised: 15 Jul 2022
Federal Reserve Bank of Chicago - Research Department, University of British Columbia (UBC) - Sauder School of Business, University of Minnesota - Twin Cities - Carlson School of Management and Chinese University of Hong Kong
Downloads 425 (98,899)
Citation 6

Abstract:

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Capital structure; Debt dynamics; Commitment; Issuance costs; Debt maturity

2.

The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance

Number of pages: 74 Posted: 03 Aug 2020 Last Revised: 31 Dec 2021
Chao Ying
Chinese University of Hong Kong
Downloads 256 (170,500)
Citation 1

Abstract:

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Pre-FOMC Announcement Drift, Uncertainty Resolution, Private Information, Risk Compensation

3.

Heterogeneous Beliefs and FOMC Announcements

Number of pages: 58 Posted: 15 Dec 2018 Last Revised: 28 Sep 2020
Chao Ying
Chinese University of Hong Kong
Downloads 203 (212,405)
Citation 1

Abstract:

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Heterogeneous beliefs, FOMC announcement, trading volume

4.

A Model of Market Discipline

Number of pages: 59 Posted: 03 Jun 2020 Last Revised: 17 Aug 2022
Colin Ward and Chao Ying
University of Minnesota - Carlson School of Management and Chinese University of Hong Kong
Downloads 184 (231,616)

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Financial Frictions, Agency Conflicts, Dynamic Contracting, Market Discipline

5.

Capital Misallocation and Risk Sharing

Number of pages: 33 Posted: 11 Mar 2020 Last Revised: 25 Oct 2021
University of Wisconsin-Madison, University of Minnesota - Minneapolis - Department of Economics, University of Minnesota - Twin Cities, Carlson School of Management and Chinese University of Hong Kong
Downloads 127 (312,593)
Citation 2

Abstract:

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6.

A Dynamic Agency Based Asset Pricing Model with Production

Posted: 02 Dec 2018
Jincheng Tong and Chao Ying
University of Toronto and Chinese University of Hong Kong

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Agency Frictions, Dynamic Optimal Contract, General Equilibrium, Heterogeneous Agents, Production-Based Asset Pricing, Value Premium, Investment, Incomplete Market

7.

A Model of the Macroeconomic Announcement Premium with Production

Posted: 28 Nov 2018
Hengjie Ai, Ravi Bansal, Jay Im and Chao Ying
University of Wisconsin-Madison, Duke University and NBER, Board of Governors of the Federal Reserve System and Chinese University of Hong Kong

Abstract:

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announcement premium, generalized risk sensitivity, production