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

11

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SSRN CITATIONS
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22

CROSSREF CITATIONS

46

Scholarly Papers (11)

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1.

Funding Value Adjustments

Downloads 1,519 ( 11,924)
Citation 31

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 1,500 (11,935)
Citation 7

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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 19 (567,350)
Citation 9

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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 601 (45,864)

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

3.

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 208 (152,227)

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Intermediation chain, Search frictions, Over-the-counter

4.

Noise Trading and Asset Pricing Factors

Number of pages: 61 Posted: 29 Apr 2019 Last Revised: 20 Nov 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 189 (166,374)

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noise trader risk, factor premia, anomaly

5.

The Mismatch Between Mutual Fund Scale and Skill

Number of pages: 49 Posted: 09 Nov 2017 Last Revised: 12 Dec 2019
Yang Song
University of Washington - Michael G. Foster School of Business
Downloads 179 (174,748)
Citation 5

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Mutual fund, Skill, Scale

6.

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 172 (180,924)

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disclosure, narrative complexity, fund fees, mutual funds

7.

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 166 (186,531)

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Mutual fund flows, factor premia, factor volatility

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 98 (279,126)
Citation 2

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Mutual Fund, Factor Analysis, Latent Factors

9.

The Term Structure of Liquidity Premium

Number of pages: 48 Posted: 07 Nov 2019 Last Revised: 10 Jan 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 53 (392,847)

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10.

Disclosure Obfuscation in Mutual Funds

Number of pages: 57
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
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mutual funds; disclosure obfuscation; strategic disclosure; price dispersion; retail investors

11.

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: 16
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 16

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