Leyla Jianyu Han

University of Hong Kong

Pokfulam Road

Hong Kong, Hong Kong

Hong Kong

SCHOLARLY PAPERS

2

DOWNLOADS

178

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Cross-Section of Monetary Policy Announcement Premium

Number of pages: 36 Posted: 01 Mar 2019 Last Revised: 25 May 2019
Hengjie Ai, Leyla Jianyu Han, Xuhui (Nick) Pan and Lai Xu
University of Minnesota - Twin Cities - Carlson School of Management, University of Hong Kong, University of Oklahoma and Syracuse University
Downloads 119 (239,598)
Citation 2

Abstract:

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FOMC announcement, implied volatility, cross-section of equity returns

2.

Ambiguity and Information Processing in a Model of Intermediary Asset Pricing

Number of pages: 44 Posted: 03 Jun 2019 Last Revised: 12 Jul 2019
Leyla Jianyu Han, Kenneth Kasa and Yulei Luo
University of Hong Kong, Simon Fraser University (SFU) - Department of Economics and University of Hong Kong
Downloads 59 (367,470)
Citation 2

Abstract:

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Ambiguity, Information Processing, Asset Pricing, Financial Crisis