Leyla Jianyu Han

Boston University - Questrom School of Business

Assistant Professor of Finance

595 Commonwealth Avenue

Boston, MA MA 02215

United States

http://www.leylahan.com/

SCHOLARLY PAPERS

5

DOWNLOADS

1,636

SSRN CITATIONS
Rank 31,044

SSRN RANKINGS

Top 31,044

in Total Papers Citations

28

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

The Cross Section of Monetary Policy Announcement Premium

Journal of Financial Economics (forthcoming)
Number of pages: 88 Posted: 01 Mar 2019 Last Revised: 21 Jan 2022
Hengjie Ai, Leyla Jianyu Han, Xuhui (Nick) Pan and Lai Xu
University of Wisconsin-Madison, Boston University - Questrom School of Business, University of Oklahoma and Syracuse University
Downloads 571 (83,649)
Citation 6

Abstract:

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FOMC Announcement, Implied Variance, Cross Section, Equity Returns

2.

Information Acquisition and the Pre-Announcement Drift

Number of pages: 56 Posted: 18 Nov 2021 Last Revised: 30 Sep 2022
Hengjie Ai, Ravi Bansal and Leyla Jianyu Han
University of Wisconsin-Madison, Duke University and NBER and Boston University - Questrom School of Business
Downloads 374 (138,333)
Citation 3

Abstract:

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Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.

3.

Information-Driven Volatility

Number of pages: 81 Posted: 14 Nov 2021 Last Revised: 18 Oct 2023
Hengjie Ai, Leyla Jianyu Han and Lai Xu
University of Wisconsin-Madison, Boston University - Questrom School of Business and Syracuse University
Downloads 349 (149,247)

Abstract:

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Information, Risk-return Trade-off, Return Volatility, FOMC Announcements, Generalized Risk Sensitivity

4.

Announcements, Expectations, and Stock Returns with Asymmetric Information

Number of pages: 57 Posted: 31 Dec 2019 Last Revised: 04 May 2023
Leyla Jianyu Han
Boston University - Questrom School of Business
Downloads 247 (213,365)

Abstract:

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Macroeconomic Announcement, Expectations Formation, Noisy Rational Expectations, Learning, Trading Volume

5.

‚ÄčAmbiguity, Information Processing, and Financial Intermediation

Number of pages: 44 Posted: 03 Jun 2019 Last Revised: 30 Sep 2022
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 95 (467,750)
Citation 2

Abstract:

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Ambiguity, Rational Inattention, Asset Pricing, Financial Crisis