Hong Yan

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

19

DOWNLOADS
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SSRN RANKINGS

Top 5,255

in Total Papers Downloads

14,778

SSRN CITATIONS
Rank 1,515

SSRN RANKINGS

Top 1,515

in Total Papers Citations

572

CROSSREF CITATIONS

518

Scholarly Papers (19)

1.
Downloads 4,446 ( 4,217)
Citation 64

Liquidity and Credit Default Swap Spreads

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 22 Jan 2009
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 2,786 (8,838)
Citation 60

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Credit Default Swaps, Credit Spreads, Liquidity, Liquidity Risk

Liquidity and Credit Default Swap Spreads

Number of pages: 65 Posted: 22 Aug 2007
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1,660 (20,112)
Citation 87

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2.

Investor Learning and Mutual Fund Flows

AFA 2012 Chicago Meetings Paper
Number of pages: 38 Posted: 16 Mar 2011 Last Revised: 31 Jan 2012
University of Texas at Austin - Department of Finance, University of Texas at Dallas and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 2,257 (12,635)
Citation 44

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Bayesian learning, mutual fund flows, volatility, flow-performance relationship

3.

Financial Distress and the Cross Section of Equity Returns

Journal of Finance, Forthcoming
Number of pages: 74 Posted: 21 Mar 2007 Last Revised: 25 Jun 2010
Lorenzo Garlappi and Hong Yan
University of British Columbia (UBC) - Sauder School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1,742 (18,991)
Citation 70

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Financial distress, value premium, momentum, growth options

Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors

Number of pages: 51 Posted: 17 Jan 2005
Centre for Economic Policy Research (CEPR)Swedish House of Finance, University of Virginia - McIntire School of Commerce, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance and University of Texas at Dallas
Downloads 1,268 (30,136)
Citation 14

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Analyst recommendations, Analyst forecast accuracy, Investment banking, Conflicts of Interest, Institutional investors, Banking Relationships

Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors

NYU Working Paper No. FIN-05-013
Number of pages: 48 Posted: 03 Nov 2008
Centre for Economic Policy Research (CEPR)Swedish House of Finance, University of Virginia - McIntire School of Commerce, University of Texas at Austin - Department of Finance, University of Texas at Dallas and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 166 (330,931)

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Analyst recommendations, Analyst forecast accuracy, Investment banking, Banking Relationships

Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors

NYU Working Paper No. FIN-04-034
Number of pages: 48 Posted: 03 Nov 2008
Centre for Economic Policy Research (CEPR)Swedish House of Finance, University of Virginia - McIntire School of Commerce, University of Texas at Austin - Department of Finance, University of Texas at Dallas and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 104 (479,313)
Citation 3

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Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors

CEPR Discussion Paper No. 5001
Number of pages: 50 Posted: 22 Aug 2005
Centre for Economic Policy Research (CEPR)Swedish House of Finance, University of Virginia - McIntire School of Commerce, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance and University of Texas at Dallas
Downloads 18 (1,006,405)
Citation 10
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Analyst recommendations, analyst forecast accuracy, investment banking, conflicts of interest, institutional investors, banking relationships

5.
Downloads 789 (59,626)
Citation 69

Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 26 Feb 2008 Last Revised: 03 Aug 2010
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 712 (67,250)
Citation 16

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Credit Risk, Credit Default Swaps, Credit Spreads, Market Conditions

Market Conditions, Default Risk and Credit Spreads

Bundesbank Series 2 Discussion Paper No. 2008,08
Number of pages: 60 Posted: 08 Jun 2016
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 77 (582,485)
Citation 12

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Credit Risk, Credit Default Swaps, Credit Spreads, Market Conditions

6.

Participation Costs and the Sensitivity of Fund Flows to Past Performance

7th Annual Texas Finance Festival Paper, EFA 2004 Maastricht Meetings Paper No. 4718
Number of pages: 55 Posted: 30 Mar 2005
University of Texas at Austin - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Texas at Dallas
Downloads 765 (62,173)
Citation 129

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Mutual fund, transaction costs

7.

Macroeconomic Conditions, Firm Characteristics, and Credit Spreads

Number of pages: 49 Posted: 23 Mar 2005
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 540 (96,831)
Citation 4

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Default Risk, Macroeconomic Conditions, Credit Spread

8.

Analysts' Incentives and Systematic Forecast Bias

Number of pages: 40 Posted: 19 Mar 2008
Senyo Y. Tse and Hong Yan
Texas A&M University - Lowry Mays College & Graduate School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 498 (106,959)
Citation 2

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forecast bias, forecast accuracy, firm characteristics, analyst attributes, career concerns

9.

What Moves CDS Spreads?

Number of pages: 44 Posted: 19 Mar 2011 Last Revised: 29 Jun 2013
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 435 (125,517)
Citation 4

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Credit Default Swaps, CDS, Net Buying, Liquidity

10.
Downloads 416 (132,193)
Citation 29

Default Risk, Shareholder Advantage and Stock Returns

McCombs Research Paper Series No. FIN-05-06
Number of pages: 59 Posted: 21 Mar 2006
Lorenzo Garlappi, Tao Shu and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 416 (130,896)
Citation 29

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Default Risk, Stock Returns, Debt Renegotiation, Bankruptcy, Liquidation

Default Risk, Shareholder Advantage, and Stock Returns

The Review of Financial Studies, Vol. 21, Issue 6, pp. 2743-2778, 2008
Posted: 15 Dec 2008
Lorenzo Garlappi, Tao Shu and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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G12, G14, G33

11.

Credit Default Swaps and Bank Regulatory Capital

Review of Finance, forthcoming
Number of pages: 50 Posted: 09 Jun 2014 Last Revised: 14 Jul 2020
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Southern Methodist University (SMU) - Finance Department
Downloads 333 (169,161)
Citation 8

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Credit Default Swaps, CDS, Regulatory capital, Risk-weighted assets

12.

On Measuring the Economic Significance of Asset Return Predictability

AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 70 Posted: 08 Dec 2001
University of British Columbia (UBC) - Sauder School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School
Downloads 303 (186,911)
Citation 1

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13.

Default Risk, Shareholder Advantage, and Stock Returns*

8th Annual Texas Finance Festival
Number of pages: 56 Posted: 07 Apr 2006
Lorenzo Garlappi, Tao Shu and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 289 (196,494)

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Default Risk, Stock Returns, Debt Renegotiatin, Bankruptcy, Liquidation

14.

Do Credit Default Swaps Matter After They Are Settled? Evidence from Debt Recovery Rates

Number of pages: 48 Posted: 30 Aug 2014 Last Revised: 24 Aug 2022
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The University of Hong Kong - Faculty of Business and Economics, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 286 (198,565)

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Credit default swaps (CDS), Recovery rate, Loss given default (LGD), Credit risk

15.

Estimation Uncertainty and the Equity Premium

International Review of Finance, Forthcoming
Number of pages: 38 Posted: 17 Aug 2009
Hong Yan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 122 (423,324)
Citation 1

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equity premium, estimation risk, precautionary savings, learning, long-horizon expected return

16.

Overseas Experience and Fund Performance: Evidence from Chinese Hedge Funds

Number of pages: 52 Posted: 16 May 2024
Yan Lu, Sugata Ray, Hong Yan and Lu Li
University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai International Studies University
Downloads 1 (1,128,681)

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Hedge fund managers, overseas work experience, performance evaluation

17.

Narrative-Managed Market Portfolio

Posted: 16 Nov 2023 Last Revised: 04 Apr 2024
Central University of Finance and Economics (CUFE), Chinese Academy of Sciences (CAS) - School of Economics and Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Managed portfolios, Market timing, Textual Analysis, Machine Learning

18.

Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

CEPR Discussion Paper No. DP10328
Number of pages: 57 Posted: 23 Jan 2015
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (1,136,891)
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consumption, equilibrium, excess returns, hedging, predictable

19.

Dynamic Models of the Term Structure

Posted: 02 Nov 2001
Hong Yan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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