Leyla Jianyu Han

Boston University - Questrom School of Business

595 Commonwealth Avenue

Boston, MA MA 02215

United States

http://leylahan.weebly.com/

SCHOLARLY PAPERS

3

DOWNLOADS

642

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

The Cross Section of Monetary Policy Announcement Premium

Journal of Financial Economics (forthcoming)
Number of pages: 88 Posted: 01 Mar 2019 Last Revised: 15 Mar 2021
Hengjie Ai, Leyla Jianyu Han, Xuhui (Nick) Pan and Lai Xu
University of Minnesota - Twin Cities - Carlson School of Management, Boston University - Questrom School of Business, University of Oklahoma and Syracuse University
Downloads 381 (97,597)
Citation 6

Abstract:

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FOMC Announcement, Implied Variance, Cross Section, Equity Returns

2.

Announcements, Expectations, and Stock Returns with Asymmetric Information

Number of pages: 49 Posted: 31 Dec 2019 Last Revised: 09 Nov 2020
Leyla Jianyu Han
Boston University - Questrom School of Business
Downloads 135 (263,633)

Abstract:

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Expectations Formation, Noisy Rational Expectations, Macroeconomic Announcement, Asymmetric Information.

3.

Ambiguity and Information Processing in a Model of Intermediary Asset Pricing

Number of pages: 38 Posted: 03 Jun 2019 Last Revised: 24 Aug 2020
Leyla Jianyu Han, Kenneth Kasa and Yulei Luo
Boston University - Questrom School of Business, Simon Fraser University (SFU) - Department of Economics and University of Hong Kong
Downloads 126 (277,656)
Citation 2

Abstract:

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Ambiguity, Information Processing, Asset Pricing, Financial Crisis