Yang Song

University of Washington - Michael G. Foster School of Business

Box 353200

Seattle, WA 98195-3200

United States

  • University of Washington - Michael G. Foster School of Business

SCHOLARLY PAPERS

9

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CITATIONS
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16

Scholarly Papers (9)

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1.

Funding Value Adjustments

Downloads 1,475 ( 11,701)
Citation 18

Funding Value Adjustments

Number of pages: 61 Posted: 13 Mar 2016 Last Revised: 02 Aug 2017
Leif B. G. Andersen, Darrell Duffie and Yang Song
Bank of America Merrill Lynch, Stanford University - Graduate School of Business and University of Washington - Michael G. Foster School of Business
Downloads 1,461 (11,652)
Citation 6

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Funding value adjustment, swap XVAs, debit value adjustment, debt overhang

Funding Value Adjustments

NBER Working Paper No. w23680
Number of pages: 71 Posted: 21 Aug 2017
Leif B. G. Andersen, Darrell Duffie and Yang Song
Bank of America Merrill Lynch, Stanford University - Graduate School of Business and University of Washington - Michael G. Foster School of Business
Downloads 14 (571,046)
Citation 20

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2.

What Do Mutual Fund Investors Really Care About?

Fisher College of Business Working Paper No. 2019-03-005, Charles A. Dice Center Working Paper No. 2019-5
Number of pages: 46 Posted: 14 Mar 2019
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
Ohio State University (OSU) - Department of Finance, Stanford University, Graduate School of Business, Students, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 370 (79,090)

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Mutual funds, retail investors, fund flows, Morningstar, CAPM

3.

Reducible Intermediation Chains

Number of pages: 33 Posted: 28 Mar 2016 Last Revised: 08 Jun 2019
Yu An, Yang Song and Xingtan Zhang
Stanford University, Graduate School of Business, Students, University of Washington - Michael G. Foster School of Business and University of Colorado at Boulder - Leeds School of Business
Downloads 175 (169,155)
Citation 1

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Intermediation Chain, Search Friction, Over-The-Counter Market

4.

The Mismatch between Mutual Fund Scale and Skill

Number of pages: 60 Posted: 09 Nov 2017
Yang Song
University of Washington - Michael G. Foster School of Business
Downloads 155 (187,685)
Citation 5

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Mutual fund, Skill, Scale

5.

Fragile Factor Premia

Number of pages: 54 Posted: 20 Jan 2019
Shiyang Huang, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong
Downloads 135 (210,060)
Citation 1

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Mutual fund flows, factor premia, factor volatility

6.

Flow-Induced Trades and Asset Pricing Factors

Number of pages: 51 Posted: 29 Apr 2019
Shiyang Huang, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong
Downloads 102 (258,213)

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non-fundamental trades, noise trader risk, factor premia, factor comovement

7.

Performance Evaluation with Latent Factors

Number of pages: 21 Posted: 07 Aug 2018
Yang Song and Qingyuan Zhao
University of Washington - Michael G. Foster School of Business and University of Pennsylvania - Statistics Department
Downloads 79 (303,325)
Citation 1

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Mutual Fund, Factor Analysis, Latent Factors

8.

Discretionary Disclosure Complexity: New Predictions and Evidence from Index Funds

Number of pages: 46 Posted: 24 Jun 2019
Ed deHaan, Yang Song, Chloe Xie and Christina Zhu
University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business, Stanford University, Graduate School of Business, Students and University of Pennsylvania - The Wharton School
Downloads 48 (393,314)

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disclosure, narrative complexity, fund fees, mutual funds

9.

Dealer Funding Costs: Implications for the Term Structure of Dividend Risk Premia

Posted: 16 Feb 2016 Last Revised: 29 Oct 2017
Yang Song
University of Washington - Michael G. Foster School of Business

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Financial Intermediation, funding costs, term structure of dividend risk premia

Other Papers (1)

Total Downloads: 15
Actions:
Email selected abstracts
1.

Funding Value Adjustments

Number of pages: 54 Posted: 03 Jul 2016
Leif B. G. Andersen, Darrell Duffie and Yang Song
Bank of America Merrill Lynch, Stanford University - Graduate School of Business and University of Washington - Michael G. Foster School of Business
Downloads 15

Abstract:

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Funding value adjustment, swap XVAs, debit value adjustment, debt overhang