Kathy Yuan

London School of Economics & Political Science (LSE) - Department of Finance

Old Building

Houghton Street

London, London WC2A 2AE

United Kingdom

http://fmg.lse.ac.uk/~kathy

SCHOLARLY PAPERS

23

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CITATIONS
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214

Scholarly Papers (23)

1.

Are Investors Moonstruck? - Lunar Phases and Stock Returns

Number of pages: 44 Posted: 18 Sep 2001
Lu Zheng, Kathy Yuan and Qiaoqiao Zhu
University of California, Irvine - Paul Merage School of Business, London School of Economics & Political Science (LSE) - Department of Finance and Australian National University (ANU) - College of Business and Economics
Downloads 3,117 (3,389)
Citation 15

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Behavioral Finance, Mood, Lunar Effect, Stock Return, Market Efficiency

2.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 08 Jun 2014 Last Revised: 30 Nov 2017
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Downloads 766 (31,391)
Citation 15

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asymmetric information, rational expectations, learning from prices, contingent claims, derivative securities

3.

How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices

AFA 2003 Washington, DC Meetings
Number of pages: 58 Posted: 30 Oct 2002
Brian H. Boyer, Kathy Yuan and Tomomi Kumagai
Brigham Young University - J. Willard and Alice S. Marriott School of Management, London School of Economics & Political Science (LSE) - Department of Finance and Wayne State University - Department of Economics
Downloads 363 (80,945)
Citation 4

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crises, contagion, limits to arbitrage

4.

The Liquidity Service of Sovereign Bonds

Twelfth Annual Utah Winter Finance Conference
Number of pages: 67 Posted: 11 Jul 2001
Kathy Yuan
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 350 (84,426)
Citation 1

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5.

Within-Bank Spillovers of Real Estate Shocks

Number of pages: 51 Posted: 29 Sep 2013 Last Revised: 03 Dec 2017
London School of Economics & Political Science (LSE) - Financial Markets Group, Warwick Business School, University of Warwick and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 298 (100,872)
Citation 4

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Banks, Real Estate, Contagion, Crisis, Regulatory Capital

6.

Feedback Effects and Asset Prices

EFA 2007 Ljubljana Meetings Paper
Number of pages: 45 Posted: 06 Mar 2007 Last Revised: 14 Nov 2007
Emre Ozdenoren and Kathy Yuan
London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 273 (110,905)
Citation 3

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Feedback effects, coordination, strategic uncertainty, global games, Grossman-Stiglitz, asymmetric information, heterogenous information, multiple equilibria

7.

On the Growth Effect of Liberalizations

Number of pages: 34 Posted: 15 Aug 2005 Last Revised: 28 Mar 2018
Nandini Gupta and Kathy Yuan
Indiana University - Kelley School of Business - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 210 (144,131)
Citation 3

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Stock market liberalization, emerging markets, economic growth

8.

Securities Trading Under Asymmetric Information and Trading Constraints

Number of pages: 31 Posted: 27 Feb 2005
Kathy Yuan
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 178 (167,832)

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Trading constraints, information asymmetry, REE, bubbles, crashes, shortsales constraints, borrowing constraints

9.

Network Risk and Key Players: A Structural Analysis of Interbank Liquidity

Fisher College of Business Working Paper No. 2018-03-011, Charles A. Dice Center Working Paper No. 2018-11, Columbia Business School Research Paper No. 17-6
Number of pages: 63 Posted: 14 Dec 2016 Last Revised: 20 Sep 2018
Bank of England, London School of Economics & Political Science (LSE) - Department of Economics, Ohio State University and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 157 (187,068)
Citation 18

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Liquidity, Interbank Market, Network, Systemic Risk, Strategic Complementarity, Amplification Mechanism

Dynamic Coordination with Flexible Security Design

Number of pages: 56 Posted: 14 Aug 2018 Last Revised: 25 Jun 2019
London Business School, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics (LSE) - Department of Economics
Downloads 136 (211,004)

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Liquidity; Security Design; Financial Fragility; Repo

Dynamic Liquidity-Based Security Design

CEPR Discussion Paper No. DP13069
Number of pages: 37 Posted: 31 Jul 2018
London Business School, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 1 (680,701)
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financial fragility, liquidity, repo, security design

11.

Trading Frenzy and Its Impact on Real Investment

AFA 2010 Atlanta Meetings Paper
Number of pages: 33 Posted: 17 Mar 2009 Last Revised: 07 Dec 2011
Itay Goldstein, Emre Ozdenoren and Kathy Yuan
University of Pennsylvania - The Wharton School - Finance Department, London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 134 (212,954)
Citation 3

Abstract:

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Coordination, Asset price, Feedback, Excess Volatility

12.

The Pricing Impacts of Sovereign Bonds

Number of pages: 45 Posted: 27 Feb 2005
Robert F. Dittmar and Kathy Yuan
University of Michigan, Stephen M. Ross School of Business and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 127 (221,994)
Citation 1

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Liquidity, benchmark, sovereign bond, corporate bond, emerging market

13.

Eliciting Heterogeneous Investor Beliefs from Portfolio Holdings and Performance Evaluation

Number of pages: 49 Posted: 25 Mar 2008
Kathy Yuan
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 99 (265,338)
Citation 4

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Performance Metric, Portfolio Variance-Covariance matrix, Portfolio Beliefs, Belief Accuracy Index (SBAI and BAI)

14.

The Liquidity Service of Benchmark Securities

Number of pages: 37 Posted: 28 Feb 2005
Kathy Yuan
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 84 (294,601)

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Liquidity, benchmark, information Asymmetry,

15.

Stock Market Tournament

Number of pages: 44 Posted: 15 Mar 2012
Emre Ozdenoren and Kathy Yuan
London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 49 (389,491)
Citation 1

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Optimal Contract, Stock Market Tournament, Beauty Contest, Excess (Insufficient) Effort, Excessive (Insufficient) Systematic Risk-taking, Boom and Bust, Financial Crisis

16.

What Drives Repo Haircuts? Evidence from the UK Market

Number of pages: 50 Posted: 20 May 2019
London School of Economics & Political Science (LSE) - Department of Economics, Bank of England, Pacific Investment Management Company (PIMCO), London School of Economics & Political Science, Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 19 (530,667)

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repurchase agreement, systemic risk, repo market, margin, haircut, network analysis

17.

The Problem of Israeli-Palestinian Cross-Border Transactions

LSE Law - Policy Briefing Paper No. 35, June 2019
Number of pages: 6 Posted: 17 Jun 2019
Priscilla Toffano and Kathy Yuan
International Monetary Fund (IMF) and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 17 (536,500)

Abstract:

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distributed ledger technology, blockchain, payment systems, Israel, Palestine

18.

On the Growth Effect of Stock Market Liberalizations

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4715-4752, 2009
Number of pages: 54 Posted: 08 Dec 2009 Last Revised: 28 Mar 2018
Nandini Gupta and Kathy Yuan
Indiana University - Kelley School of Business - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 15 (548,132)
Citation 8

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19.

Trading Frenzies and Their Impact on Real Investment

CEPR Discussion Paper No. DP7652
Number of pages: 38 Posted: 08 Feb 2010
Itay Goldstein, Emre Ozdenoren and Kathy Yuan
University of Pennsylvania - The Wharton School - Finance Department, London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 3 (626,045)
Citation 3
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Coordination, Financial markets, Heterogenous Information, Learning, Liquidity

20.

Learning and Complementarities: Implications for Speculative Attacks

CEPR Discussion Paper No. DP7651
Number of pages: 50 Posted: 08 Feb 2010
Itay Goldstein, Emre Ozdenoren and Kathy Yuan
University of Pennsylvania - The Wharton School - Finance Department, London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 2 (635,893)
Citation 1
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Coordination, Currency attacks, Feedback effects, Financial markets, Global games, Heterogenous information, Strategic complementarities

21.

Endogenous Contractual Externalities

CEPR Discussion Paper No. DP10052
Number of pages: 44 Posted: 25 Sep 2014
Emre Ozdenoren and Kathy Yuan
London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 0 (666,371)
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boom-bust effort exertion, contractual externalities, relative and absolute performance contracts, risk taking

22.

Stock Market Tournaments

CEPR Discussion Paper No. DP9000
Number of pages: 47 Posted: 28 Sep 2012
Emre Ozdenoren and Kathy Yuan
London Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 0 (666,371)
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Contractual Externalities, Excessive Risk-Taking, Insuffi cient Risk-Taking, Stock-Based Incentives

23.

Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?

The Review of Financial Studies, Vol. 21, Issue 5, pp. 1983-2014, 2008
Posted: 19 Sep 2008
Robert F. Dittmar and Kathy Yuan
University of Michigan, Stephen M. Ross School of Business and London School of Economics & Political Science (LSE) - Department of Finance

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G10, G12, G14