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

837

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Optimal Debt Dynamics, Issuance Costs, and Commitment

Number of pages: 82 Posted: 25 Sep 2019 Last Revised: 09 Jun 2020
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, Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and Chinese University of Hong Kong
Downloads 305 (127,527)
Citation 6

Abstract:

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Capital Structure, Bankruptcy, Issuance Costs, Commitment, Coase Conjecture, Credit Spreads

2.

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

Number of pages: 80 Posted: 03 Aug 2020 Last Revised: 24 Oct 2020
Chao Ying
Chinese University of Hong Kong
Downloads 185 (207,347)
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 176 (216,490)
Citation 1

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Heterogeneous beliefs, FOMC announcement, trading volume

4.

A Model of Market Discipline

Number of pages: 56 Posted: 03 Jun 2020 Last Revised: 23 Oct 2020
Colin Ward and Chao Ying
University of Minnesota - Carlson School of Management and Chinese University of Hong Kong
Downloads 104 (324,732)

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Financial Frictions, Agency Conflicts, Dynamic Contracting, Refinancing, Payouts, Compensation

5.

Capital Misallocation and Risk Sharing

Number of pages: 33 Posted: 11 Mar 2020 Last Revised: 25 Oct 2021
University of Minnesota - Carlson School of ManagementUniversity of Minnesota - Twin Cities - Carlson School of Management, University of Minnesota - Minneapolis - Department of Economics, University of Minnesota - Twin Cities, Carlson School of Management and Chinese University of Hong Kong
Downloads 67 (422,054)
Citation 2

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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
University of Minnesota - Carlson School of ManagementUniversity of Minnesota - Twin Cities - Carlson School of Management, Duke University and NBER, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Chinese University of Hong Kong

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announcement premium, generalized risk sensitivity, production