Chao Ying

Chinese University of Hong Kong

Assistant Professor of Finance

Cheng Yu Tung Building

12 Chak Cheung Street

Shatin, NT

Hong Kong

  • Chinese University of Hong Kong

SCHOLARLY PAPERS

7

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1,968

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9

Scholarly Papers (7)

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1.

Debt Dynamics with Fixed Issuance Costs

Downloads 633 (84,805)
Citation 6

Debt Dynamics with Fixed Issuance Costs

Number of pages: 76 Posted: 25 Sep 2019 Last Revised: 15 Jul 2022
Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein and Chao Ying
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 590 (91,566)
Citation 6

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

Debt Dynamics with Fixed Issuance Costs

FRB of Chicago Working Paper No. 2023-01
Number of pages: 77 Posted: 10 Jan 2023
Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein and Chao Ying
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 43 (830,902)

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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 439 (133,029)
Citation 1

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

3.

A Model of Market Discipline

Number of pages: 66 Posted: 03 Jun 2020 Last Revised: 18 May 2023
Colin Ward and Chao Ying
Alberta School of Business, University of Alberta and Chinese University of Hong Kong
Downloads 341 (176,683)

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Financial Frictions, Agency Conflicts, Dynamic Contracting, Market Discipline

4.

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 265 (230,036)
Citation 1

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Heterogeneous beliefs, FOMC announcement, trading volume

5.

Capital Misallocation and Risk Sharing

Number of pages: 33 Posted: 11 Mar 2020 Last Revised: 25 Oct 2021
Hengjie Ai, Anmol Bhandari, Yuchen Chen and Chao Ying
University of Wisconsin-Madison, University of Minnesota - Minneapolis - Department of Economics, University of Illinois Urbana-Champaign, Gies College of Business and Chinese University of Hong Kong
Downloads 217 (279,415)
Citation 1

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6.

Innovation-Driven Contractions: A Key to Unravel Asset Pricing Puzzles

Number of pages: 43 Posted: 30 Nov 2023
Gill Segal and Chao Ying
University of North Carolina (UNC) at Chapel Hill - Finance Area and Chinese University of Hong Kong
Downloads 73 (636,671)

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G12, E32

7.

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