Hong Yan

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

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

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

SCHOLARLY PAPERS

19

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12,979

SSRN CITATIONS
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Top 1,565

in Total Papers Citations

199

CROSSREF CITATIONS

477

Scholarly Papers (19)

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1.

Liquidity and Credit Default Swap Spreads

Downloads 4,054 ( 2,316)
Citation 45

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 2,605 (4,792)
Citation 49

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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 1,449 (12,595)
Citation 54

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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
Jennifer C. Huang, Kelsey D. Wei and Hong Yan
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 1,811 (8,995)
Citation 33

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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 1,642 (10,584)
Citation 45

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Financial distress, value premium, momentum, growth options

4.

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

Downloads 1,414 ( 13,395)
Citation 73

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

Number of pages: 51 Posted: 17 Jan 2005
Alexander Ljungqvist, Felicia C. Marston, Hong Yan, Laura T. Starks and Kelsey D. Wei
Stockholm School of Economics, 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 1,191 (17,098)
Citation 16

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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
Alexander Ljungqvist, Felicia C. Marston, Laura T. Starks, Kelsey D. Wei and Hong Yan
Stockholm School of Economics, 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 133 (224,656)

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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
Alexander Ljungqvist, Felicia C. Marston, Laura T. Starks, Kelsey D. Wei and Hong Yan
Stockholm School of Economics, 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 72 (340,277)
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
Alexander Ljungqvist, Felicia C. Marston, Hong Yan, Laura T. Starks and Kelsey D. Wei
Stockholm School of Economics, 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 (574,038)
Citation 8
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Analyst recommendations, analyst forecast accuracy, investment banking, conflicts of interest, institutional investors, banking relationships

5.

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
Jennifer C. Huang, Hong Yan and Kelsey D. Wei
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 642 (41,912)
Citation 57

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Mutual fund, transaction costs

6.

Market Conditions, Default Risk and Credit Spreads

Downloads 615 ( 44,368)
Citation 46

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 582 (47,094)
Citation 17

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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 33 (482,481)
Citation 5

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

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 483 (60,386)
Citation 3

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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 421 (71,421)
Citation 2

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

9.

Default Risk, Shareholder Advantage and Stock Returns

Downloads 342 ( 90,895)
Citation 23

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, Shenzhen and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 342 (90,247)
Citation 23

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

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G12, G14, G33

10.

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
Murray Carlson, Hong Yan, David A. Chapman and Ron Kaniel
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 280 (113,092)
Citation 1

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11.

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 265 (119,780)
Citation 4

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Credit Default Swaps, CDS, Net Buying, Liquidity

12.

Credit Default Swaps and Bank Regulatory Capital

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 60 Posted: 09 Jun 2014 Last Revised: 10 Jan 2018
Chenyu Shan, Dragon Yongjun Tang and Hong Yan
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 263 (120,718)
Citation 7

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

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, Shenzhen and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 262 (121,190)

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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: 13 Jan 2016
Min Qi, Dragon Yongjun Tang, Deming Wu and Hong Yan
Office of the Comptroller of the Currency - Credit Risk Analysis Division, 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 232 (137,087)

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

15.

Credit Default Swaps and Bank Regulatory Capital

HKIMR Working Paper No.20/2017
Number of pages: 45 Posted: 20 Sep 2017
Chenyu Shan, Dragon Yongjun Tang and Hong Yan
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 150 (203,167)
Citation 5

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Credit Default Swaps; CDS; Bank Capital; Financial Innovation

16.

Estimation Uncertainty and the Equity Premium

Downloads 103 (269,834)
Citation 3

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 100 (277,224)
Citation 1

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

Estimation Uncertainty and the Equity Premium

International Review of Finance, Vol. 9, Issue 3, pp. 243-268, September 2009
Number of pages: 26 Posted: 13 Oct 2009
Hong Yan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 3 (683,929)
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17.

Specification Error, Estimation Risk, and Conditional Portfolio Rules

International Review of Finance, Vol. 17, Issue 2, pp. 263-288, 2017
Number of pages: 26 Posted: 03 Jun 2017
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
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)
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18.

Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

CEPR Discussion Paper No. DP10328
Number of pages: 57 Posted: 23 Jan 2015
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
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)
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consumption, equilibrium, excess returns, hedging, predictable

19.

Dynamic Models of the Term Structure

Financial Analysts Journal, Vol. 57, No. 3, July/August 2001
Posted: 02 Nov 2001
Hong Yan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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