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

10

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SSRN CITATIONS
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Top 12,637

in Total Papers Citations

46

CROSSREF CITATIONS

38

Scholarly Papers (10)

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1.

Funding Value Adjustments

Downloads 1,556 ( 12,204)
Citation 41

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 1,532 (12,292)
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 24 (558,453)
Citation 21

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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, David Eccles School of Business, University of Utah, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 751 (35,938)

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

3.

Noise Trading and Asset Pricing Factors

Number of pages: 58 Posted: 29 Apr 2019 Last Revised: 13 Jul 2020
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 237 (142,492)

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noise trader risk, factor premia, anomaly

4.

Reducible Intermediation Chains

Number of pages: 40 Posted: 28 Mar 2016 Last Revised: 30 Oct 2019
Yu An, Yang Song and Xingtan Zhang
Johns Hopkins Carey Business School, University of Washington - Michael G. Foster School of Business and University of Colorado at Boulder - Leeds School of Business
Downloads 219 (152,507)

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Intermediation chain, Search frictions, Over-the-counter

5.

Disclosure Obfuscation in Mutual Funds

Number of pages: 59 Posted: 13 Mar 2020 Last Revised: 01 Jul 2020
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 202 (164,411)

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mutual funds; disclosure obfuscation; strategic disclosure; price dispersion; retail investors

6.

The Smart Beta Mirage

Number of pages: 44 Posted: 01 Jul 2020 Last Revised: 24 Jul 2020
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 149 (214,550)

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ETFs, factor investing, smart beta, data mining

7.

The Term Structure of Liquidity Premium

USC Marshall School of Business Research Paper
Number of pages: 48 Posted: 07 Nov 2019 Last Revised: 08 Mar 2020
Wenhao Li and Yang Song
University of Southern California - Marshall School of Business and University of Washington - Michael G. Foster School of Business
Downloads 122 (250,957)

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8.

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 114 (263,608)
Citation 3

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Mutual Fund, Factor Analysis, Latent Factors

9.

The Mismatch Between Mutual Fund Scale and Skill

Posted: 09 Nov 2017 Last Revised: 26 Apr 2020
Yang Song
University of Washington - Michael G. Foster School of Business

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Mutual fund, Skill, Scale

10.

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: 17
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 17

Abstract:

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