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

19

DOWNLOADS
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CITATIONS
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Top 4,125

in Total Papers Citations

131

Scholarly Papers (19)

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 2,622 (3,079)
Citation 36

Abstract:

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

2.

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 333 (69,836)
Citation 44

Abstract:

crises, contagion, limits to arbitrage

3.

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 306 (76,801)
Citation 3

Abstract:

4.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 08 Jun 2014 Last Revised: 26 Nov 2016
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 268 (34,765)

Abstract:

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

5.

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 261 (94,502)
Citation 16

Abstract:

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

6.

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 156 (146,352)
Citation 1

Abstract:

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

7.

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 125 (185,024)
Citation 2

Abstract:

Coordination, Asset price, Feedback, Excess Volatility

8.

Within-Bank Transmission of Real Estate Shocks

Number of pages: 44 Posted: 29 Sep 2013 Last Revised: 20 Oct 2016
London School of Economics & Political Science (LSE) - Financial Markets Group, University of North Carolina Kenan-Flagler Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 119 (129,836)

Abstract:

Banks, Real Estate, Contagion, Crisis, Regulatory Capital

9.

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 116 (193,226)
Citation 1

Abstract:

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

10.

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 89 (230,901)
Citation 1

Abstract:

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

11.

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 76 (257,244)
Citation 5

Abstract:

Liquidity, benchmark, information Asymmetry,

12.

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 45 (340,104)

Abstract:

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

13.

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 (534,385)
Citation 10
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Abstract:

Coordination, Financial markets, Heterogenous Information, Learning, Liquidity

14.

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 (541,415)
Citation 10
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Abstract:

Coordination, Currency attacks, Feedback effects, Financial markets, Global games, Heterogenous information, Strategic complementarities

15.

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

Columbia Business School Research Paper No. 17-6
Number of pages: 57 Posted: 14 Dec 2016 Last Revised: 19 Jan 2017
Bank of England, London School of Economics & Political Science (LSE) - Department of Economics, Columbia Business School and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 0 (359,258)
Citation 2

Abstract:

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

16.

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 (565,802)
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Abstract:

boom-bust effort exertion, contractual externalities, relative and absolute performance contracts, risk taking

17.

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 (565,802)
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Abstract:

Contractual Externalities, Excessive Risk-Taking, Insuffi cient Risk-Taking, Stock-Based Incentives

18.

On the Growth Effect of Stock Market Liberalizations

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4715-4752, 2009
Posted: 08 Dec 2009
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

Abstract:

19.

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

Abstract:

G10, G12, G14