Yang Song

University of Washington - Michael G. Foster School of Business

Box 353200

Seattle, WA 98195-3200

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 15,691

SSRN RANKINGS

Top 15,691

in Total Papers Downloads

3,190

SSRN CITATIONS
Rank 13,678

SSRN RANKINGS

Top 13,678

in Total Papers Citations

22

CROSSREF CITATIONS

46

Scholarly Papers (11)

1.
Downloads 1,519 ( 11,924)
Citation 31

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 1,500 (11,935)
Citation 7

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 19 (567,350)
Citation 9

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, 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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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
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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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)

Abstract:

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10.

Disclosure Obfuscation in Mutual Funds

Number of pages: 57
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 5

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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

Abstract:

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

Other Papers (1)

Total Downloads: 16
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 16

Abstract:

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