Author Page for Yang Song

The Smart Beta Mirage

Number of pages: 53 Posted: 01 Jul 2020 Last Revised: 28 Apr 2021

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

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Citation 1

Abstract:

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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, Review of Financial Studies, forthcoming

Number of pages: 73 Posted: 14 Mar 2019 Last Revised: 28 Sep 2021

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

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Citation 2

Abstract:

3.

Funding Value Adjustments

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Citation 59

2

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, Stanford University - Graduate School of Business and University of Washington - Michael G. Foster School of Business

Downloads 1,690 (14,387)

Citation 5

Abstract:

Funding Value Adjustments

NBER Working Paper No. w23680

Number of pages: 71 Posted: 21 Aug 2017 Last Revised: 16 Mar 2022

Leif B. G. Andersen, Darrell Duffie and Yang Song

Bank of America, Stanford University - Graduate School of Business and University of Washington - Michael G. Foster School of Business

Downloads 71 (445,342)

Citation 36

Abstract:

4.

Index Providers: Whales Behind the Scenes of ETFs

Number of pages: 54 Posted: 01 Jun 2021 Last Revised: 28 Jan 2022

Yu An, Matteo Benetton, Matteo Benetton and Yang Song

Johns Hopkins Carey Business School, University of California, Berkeley - Haas School of BusinessLondon School of Economics & Political Science (LSE) - London School of Economics and University of Washington - Michael G. Foster School of Business

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Abstract:

5.

Obfuscation in Mutual Funds

Journal of Accounting & Economics (JAE), Vol. 72, No. 2/3, 2021

Number of pages: 56 Posted: 13 Mar 2020 Last Revised: 12 Jul 2021

Ed deHaan, Yang Song, Chloe Xie, Chloe Xie and Christina Zhu

University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business, Massachusetts Institute of Technology (MIT) Sloan School of ManagementStanford University, Graduate School of Business, Students and University of Pennsylvania - The Wharton School

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Citation 1

Abstract:

6.

Noise Trading and Asset Pricing Factors

Number of pages: 65 Posted: 29 Apr 2019 Last Revised: 21 Jun 2022

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

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Citation 1

Abstract:

7.

Ratings-Driven Demand and Systematic Price Fluctuations

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Citation 1

2

Ratings-Driven Demand and Systematic Price Fluctuations

Fisher College of Business Working Paper No. 2020-03-026, Charles A. Dice Working Paper No. 2020-26, Review of Financial Studies, forthcoming

Number of pages: 68 Posted: 12 Nov 2020 Last Revised: 28 Sep 2021

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 589 (63,917)

Citation 1

Abstract:

Ratings-Driven Demand and Systematic Price Fluctuations

NBER Working Paper No. w28103

Number of pages: 68 Posted: 16 Nov 2020 Last Revised: 16 Apr 2022

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 6 (851,273)

Add to Cart

Abstract:

8.

A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle

Number of pages: 79 Posted: 04 Nov 2020 Last Revised: 10 Jun 2021

Charles M.C. Lee, Shiyang Huang, Yang Song and Hong Xiang

Foster School of Business, University of Washington, 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 525 (74,911)

Abstract:

9.

The Term Structure of Liquidity Premium

USC Marshall School of Business Research Paper

Number of pages: 58 Posted: 07 Nov 2019 Last Revised: 23 Mar 2021

Scott Joslin, Wenhao Li and Yang Song

University of Southern California - Department of Finance and Business Economics, University of Southern California - Marshall School of Business and University of Washington - Michael G. Foster School of Business

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Abstract:

10.

Discontinued Positive Feedback Trading and the Decline of Return Predictability

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Citation 1

2

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Fisher College of Business Working Paper No. 2021-03-03, Charles A. Dice Center Working Paper No. 2021-03

Number of pages: 50 Posted: 22 Mar 2021 Last Revised: 16 May 2022

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 374 (110,509)

Citation 1

Abstract:

Discontinued Positive Feedback Trading and the Decline of Return Predictability

NBER Working Paper No. w28624

Number of pages: 50 Posted: 29 Mar 2021 Last Revised: 23 May 2022

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 3 (885,459)

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Abstract:

11.

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 - Department of Finance

Downloads 269 (157,938)

Abstract:

12.

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 178 (232,102)

Citation 3

Abstract:

13.

Online Appendix for: 'Obfuscation in Mutual Funds'

Number of pages: 54 Posted: 15 Apr 2021

Ed deHaan, Yang Song, Chloe Xie, Chloe Xie and Christina Zhu

University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business, Massachusetts Institute of Technology (MIT) Sloan School of ManagementStanford University, Graduate School of Business, Students and University of Pennsylvania - The Wharton School

Downloads 64 (464,083)

Abstract:

14.

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:

15.

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

Yang Song

University of Washington - Michael G. Foster School of Business

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Scholarly Papers (15)

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Ratings-Driven Demand and Systematic Price Fluctuations

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Discontinued Positive Feedback Trading and the Decline of Return Predictability

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Other Papers (1)

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