Author Page for Yang Song

The Smart Beta Mirage

Number of pages: 77 Posted: 01 Jul 2020 Last Revised: 20 Mar 2023

The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University

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Citation 1

Abstract:

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, 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 41

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 1,972 (16,531)

Citation 5

Abstract:

Funding Value Adjustments

NBER Working Paper No. w23680

Number of pages: 71 Posted: 21 Aug 2017 Last Revised: 16 Mar 2023

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 124 (454,817)

Citation 36

Abstract:

4.

Noise Trading and Asset Pricing Factors

Number of pages: 88 Posted: 29 Apr 2019 Last Revised: 13 Jan 2024

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 Hong Kong Polytechnic University

Downloads 1,241 (34,036)

Citation 1

Abstract:

5.

Ratings-Driven Demand and Systematic Price Fluctuations

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Citation 4

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 1,167 (36,534)

Citation 4

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 2023

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 55 (751,785)

Abstract:

6.

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

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

Downloads 1,064 (42,516)

Citation 32

Abstract:

7.

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 Hong Kong Polytechnic University

Downloads 950 (49,830)

Citation 15

Abstract:

8.

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 745 (68,232)

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: 19 Mar 2023

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 68 (676,601)

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

Downloads 784 (64,641)

Citation 2

Abstract:

10.

Index Providers: Whales Behind the Scenes of ETFs

Number of pages: 60 Posted: 01 Jun 2021 Last Revised: 19 Aug 2022

Yu An, Matteo Benetton and Yang Song

Johns Hopkins Carey Business School, University of California, Berkeley - Haas School of Business and University of Washington - Michael G. Foster School of Business

Downloads 543 (103,398)

Citation 7

Abstract:

11.

Remeasuring Scale in Active Management

Number of pages: 59 Posted: 08 Nov 2023 Last Revised: 11 Oct 2024

Shiyang Huang, Xu Lu, Yang Song and Hong Xiang

The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University

Downloads 466 (124,732)

Abstract:

12.

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 Cheung Kong Graduate School of Business

Downloads 391 (152,732)

Abstract:

13.

Measuring Misinformation in Financial Markets

Number of pages: 78 Posted: 09 Sep 2024 Last Revised: 24 Nov 2024

Jianqing Fan, Qingfu Liu, Yang Song and Zilu Wang

Princeton University - Bendheim Center for Finance, Fudan University - School of Economics, University of Washington - Michael G. Foster School of Business and Fudan University

Downloads 315 (193,136)

Abstract:

14.

Cross-sectional Inflation and Stock Returns: Separating Winners from Losers

Number of pages: 62 Posted: 12 Aug 2024 Last Revised: 05 Nov 2024

Jian Feng, Shiyang Huang, Charles M.C. Lee and Yang Song

HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics, Foster School of Business, University of Washington and University of Washington - Michael G. Foster School of Business

Downloads 247 (248,081)

Abstract:

15.

Tracing the Impact of Payment Convenience on Deposits: Evidence from Depositor Activeness

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , The Wharton School Research Paper

Number of pages: 97 Posted: 08 Feb 2024 Last Revised: 09 Dec 2024

Xu Lu, Yang Song and Yao Zeng

University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and University of Pennsylvania - The Wharton School

Downloads 245 (251,095)

Citation 2

Abstract:

16.

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 245 (250,105)

Citation 3

Abstract:

17.

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

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

Downloads 118 (470,528)

Abstract:

18.

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:

19.

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 (19)

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Other Papers (1)

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