Leyla Jianyu Han

University of Hong Kong

Pokfulam Road

Hong Kong, Hong Kong

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

277

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

The Cross Section of Monetary Policy Announcement Premium

Number of pages: 54 Posted: 01 Mar 2019 Last Revised: 15 Jan 2020
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 154 (206,008)
Citation 5

Abstract:

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FOMC Announcement, Implied Variance, Cross Section, 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 75 (340,965)
Citation 2

Abstract:

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Ambiguity, Information Processing, Asset Pricing, Financial Crisis

3.

Announcements, Expectations, and Stock Returns with Asymmetric Information

Number of pages: 50 Posted: 31 Dec 2019 Last Revised: 19 May 2020
Leyla Jianyu Han
University of Hong Kong
Downloads 48 (425,175)

Abstract:

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Expectations Formation, Macroeconomic Announcement, Heterogeneous and Asymmetric Information