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

18

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13,871

SSRN CITATIONS
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SSRN RANKINGS

Top 1,632

in Total Papers Citations

264

CROSSREF CITATIONS

495

Scholarly Papers (18)

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1.

Liquidity and Credit Default Swap Spreads

Downloads 4,257 ( 3,330)
Citation 69

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 2,711 (6,962)
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 1,546 (16,982)
Citation 66

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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 2,082 (10,823)
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 1,698 (15,014)
Citation 51

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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 1,490 ( 18,262)
Citation 77

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

Number of pages: 51 Posted: 17 Jan 2005
Alexander Ljungqvist, Alexander Ljungqvist, Felicia C. Marston, Hong Yan, Laura T. Starks and Kelsey D. Wei
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 1,232 (23,884)
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
Alexander Ljungqvist, Alexander Ljungqvist, Felicia C. Marston, Laura T. Starks, Kelsey D. Wei and Hong Yan
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 152 (272,554)

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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, Alexander Ljungqvist, Felicia C. Marston, Laura T. Starks, Kelsey D. Wei and Hong Yan
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 88 (403,212)
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, Alexander Ljungqvist, Felicia C. Marston, Hong Yan, Laura T. Starks and Kelsey D. Wei
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 (757,273)
Citation 10
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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 708 (52,595)
Citation 73

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Mutual fund, transaction costs

6.

Market Conditions, Default Risk and Credit Spreads

Downloads 700 ( 53,409)
Citation 53

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 645 (58,549)
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 55 (520,442)
Citation 12

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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 501 (81,489)
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 461 (90,056)
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 380 (112,820)
Citation 4

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Credit Default Swaps, CDS, Net Buying, Liquidity

10.

Default Risk, Shareholder Advantage and Stock Returns

Downloads 373 (114,848)
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, Shenzhen and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 373 (113,981)
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, Shenzhen 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
Chenyu Shan, Dragon Yongjun Tang, Hong Yan and Xing (Alex) Zhou
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 Board of Governors of the Federal Reserve System
Downloads 309 (140,768)
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
Murray Carlson, Hong Yan, David A. Chapman and Ron Kaniel
affiliation not provided to SSRN, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School
Downloads 288 (151,456)
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, Shenzhen and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 270 (161,748)

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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
Min Qi, Dragon Yongjun Tang, Deming Wu and Hong Yan
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 243 (179,266)

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

15.

Estimation Uncertainty and the Equity Premium

Downloads 109 (348,361)
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 105 (359,694)
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 4 (909,832)

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16.

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
affiliation not provided to SSRN, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 2 (900,848)

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17.

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
affiliation not provided to SSRN, 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 (930,918)
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consumption, equilibrium, excess returns, hedging, predictable

18.

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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