Chao Ying

University of Minnesota - Twin Cities, Carlson School of Management

PhD Student

Minneapolis, MN

United States

SCHOLARLY PAPERS

7

DOWNLOADS

690

SSRN CITATIONS
Rank 43,733

SSRN RANKINGS

Top 43,733

in Total Papers Citations

11

CROSSREF CITATIONS

5

Ideas:
“  My research interests include Asset Pricing, Macro-Finance, and Dynamic Corporate Theory. In particular, I study i) the role of information in financial markets, ii) the implications of agency frictions and financial frictions. Please visit my website for details: https://chaoy.weebly.com/  ”

Scholarly Papers (7)

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 University of Minnesota - Twin Cities, Carlson School of Management
Downloads 248 (150,056)
Citation 6

Abstract:

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

Optimal Debt Dynamics, Issuance Costs, and Commitment

FRB of Chicago Working Paper No. WP-2020-20
Number of pages: 83 Posted: 14 Jun 2021
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 University of Minnesota - Twin Cities, Carlson School of Management
Downloads 7 (756,168)

Abstract:

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2.

Heterogeneous Beliefs and FOMC Announcements

Number of pages: 58 Posted: 15 Dec 2018 Last Revised: 28 Sep 2020
Chao Ying
University of Minnesota - Twin Cities, Carlson School of Management
Downloads 156 (229,189)
Citation 1

Abstract:

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Heterogeneous beliefs, FOMC announcement, trading volume

3.

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
University of Minnesota - Twin Cities, Carlson School of Management
Downloads 145 (243,410)
Citation 1

Abstract:

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

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 University of Minnesota - Twin Cities, Carlson School of Management
Downloads 86 (350,771)

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

5.

Capital Misallocation and Risk Sharing

Number of pages: 26 Posted: 11 Mar 2020
University 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 University of Minnesota - Twin Cities, Carlson School of Management
Downloads 48 (472,504)
Citation 3

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 University of Minnesota - Twin Cities, Carlson School of Management

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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 Minnesota - Twin Cities - Carlson School of Management, Duke University and NBER, Duke University - Fuqua School of Business and University of Minnesota - Twin Cities, Carlson School of Management

Abstract:

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announcement premium, generalized risk sensitivity, production