Qian Yang

McMaster University

assistant professor

Ontario L8S 4L8

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

541

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Cyber Risk Premium

Forthcoming, Management Science
Number of pages: 57 Posted: 15 Jul 2020 Last Revised: 30 Aug 2023
Michigan State University - Eli Broad College of Business, Michigan State University, McMaster University and Michigan State University - Department of Computer Science and Engineering
Downloads 331 (173,379)
Citation 6

Abstract:

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Cyber risk, Cybersecurity, Risk premium, Machine learning

2.

Fat and Fatter: Crash Risk and Retail Trading

Number of pages: 82 Posted: 11 Jun 2021 Last Revised: 18 Oct 2021
Qian Yang
McMaster University
Downloads 210 (273,439)

Abstract:

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