Qian Yang

Michigan State University

MI 48823

United States

SCHOLARLY PAPERS

2

DOWNLOADS

315

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Cyber Risk Premium

Number of pages: 76 Posted: 15 Jul 2020 Last Revised: 24 Aug 2021
Hao Jiang, Naveen Khanna and Qian Yang
Michigan State University, Michigan State University and Michigan State University
Downloads 282 (135,351)

Abstract:

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Cyber Risk, Cybersecurity, Risk Premium, Machine Learning, LASSO, Cross-Validation

2.

Fat and Fatter: Monthly Crash Risk and Investor Trading

Number of pages: 65 Posted: 11 Jun 2021 Last Revised: 20 Aug 2021
Qian Yang
Michigan State University
Downloads 33 (554,246)

Abstract:

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Crash Risk, Cross-Section of Stock Returns, Imbalanced Learning, Machine Learning, Robinhood, Tail Risk, Wallstreetbets