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

899

SSRN CITATIONS

4

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 Minnesota - Carlson School of Managementaffiliation not provided to SSRN, Boston University - Questrom School of Business, University of Oklahoma and Syracuse University
Downloads 457 (87,133)
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: 52 Posted: 31 Dec 2019 Last Revised: 11 Nov 2021
Leyla Jianyu Han
Boston University - Questrom School of Business
Downloads 178 (228,931)

Abstract:

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

3.

Information-Driven Volatility

Number of pages: 55 Posted: 14 Nov 2021
Hengjie Ai, Leyla Jianyu Han and Lai Xu
University of Minnesota - Carlson School of Managementaffiliation not provided to SSRN, Boston University - Questrom School of Business and Syracuse University
Downloads 124 (305,599)

Abstract:

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Volatility Managed Portfolios, Variance Risk Premium, Macroeconomic Announcements, Generalized Risk Sensitivity

4.

Information Acquisition and the Pre-Announcement Drift

Number of pages: 53 Posted: 18 Nov 2021 Last Revised: 13 Apr 2022
Hengjie Ai, Ravi Bansal and Leyla Jianyu Han
University of Minnesota - Carlson School of Managementaffiliation not provided to SSRN, Duke University and NBER and Boston University - Questrom School of Business
Downloads 120 (313,120)

Abstract:

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

5.

​Ambiguity, Information Processing, and Financial Intermediation

Number of pages: 41 Posted: 03 Jun 2019 Last Revised: 22 Jan 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 20 (684,949)
Citation 2

Abstract:

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Ambiguity, Rational Inattention, Asset Pricing, Financial Crisis