Yang Song

University of Washington - Michael G. Foster School of Business

Box 353200

Seattle, WA 98195-3200

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 15,771

SSRN RANKINGS

Top 15,771

in Total Papers Downloads

3,350

SSRN CITATIONS
Rank 12,637

SSRN RANKINGS

Top 12,637

in Total Papers Citations

46

CROSSREF CITATIONS

38

Scholarly Papers (10)

1.
Downloads 1,556 ( 12,204)
Citation 41

Funding Value Adjustments

Number of pages: 61 Posted: 13 Mar 2016 Last Revised: 02 Aug 2017
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

Abstract:

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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
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

Abstract:

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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
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)

Abstract:

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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)

Abstract:

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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)

Abstract:

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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
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)

Abstract:

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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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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

Other Papers (1)

Total Downloads: 17
1.

Funding Value Adjustments

Number of pages: 54 Posted: 03 Jul 2016
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