Yuxing Yan

Canisius College

Buffalo, NY 14208

United States

SCHOLARLY PAPERS

13

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3,741

SSRN CITATIONS
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Top 37,281

in Total Papers Citations

11

CROSSREF CITATIONS

4

Scholarly Papers (13)

1.

A New Method to Estimate PIN (Probability of Informed Trading)

Number of pages: 50 Posted: 17 Mar 2009
Yuxing Yan
Canisius College
Downloads 1,059 (20,012)
Citation 1

Abstract:

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PIN, informed trading, systematic bias, information risk

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading

Number of pages: 45 Posted: 14 Mar 2006 Last Revised: 08 Aug 2011
Yuxing Yan and Shaojun Zhang
Canisius College and Hong Kong Polytechnic University
Downloads 933 (23,711)
Citation 7

Abstract:

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decimalization, informed trading, market microstructure, PIN, tax-loss selling

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading

Journal of Banking and Finance, Forthcoming
Posted: 09 Aug 2011
Yuxing Yan and Shaojun Zhang
Canisius College and Hong Kong Polytechnic University

Abstract:

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Boundary Solution, Probability of Informed Trading, PIN

3.

Trading Strategy Performance When Using Value at Risk or Expected Shortfall as a Risk Constraint

Number of pages: 49 Posted: 31 Mar 2002
Nuttawat Visaltanachoti and Yuxing Yan
Massey University - Department of Economics and Finance and Canisius College
Downloads 865 (26,888)

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Value at risk, portfolio performance, asset allocation

4.

Research Impacts and Correction of the Upward Biased CRSP Daily Equal-Weighted Index

Number of pages: 41 Posted: 20 Mar 2007
Yuxing Yan
Canisius College
Downloads 227 (135,655)
Citation 3

Abstract:

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CRSP equal-weighted market index, daily and monthly return conversion, systematic bias, event study

5.

Teaching Programming Skills to Finance Students: How to Design and Teach a Great Course?

Number of pages: 28 Posted: 07 Jan 2016
Yuxing Yan
Canisius College
Downloads 213 (144,119)

Abstract:

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programming kills, quantitative-finance, financial engineering, R, open-source finance, data analytics

A New Method to Teach Financial Modeling Using Excel

Number of pages: 30 Posted: 04 Dec 2017 Last Revised: 12 Dec 2017
Yuxing Yan
Canisius College
Downloads 169 (178,198)

Abstract:

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Financial Modeling, Excel, Hands-on Experience, Data Intensive, R-assisted Learning Environment

A New Method to Teach Financial Modeling Using Excel

Posted: 08 Dec 2017
Yuxing Yan
Canisius College

Abstract:

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Financial Modeling, Excel, Hands-On Experience, Data Intensive, R-assisted Learning Environment

7.

Online Appendix for: Quality of PIN Estimates and the PIN-Return Relationship

Journal of Banking and Finance 43 (2014), pp 137-149
Number of pages: 10 Posted: 17 Feb 2013 Last Revised: 29 Apr 2014
Yuxing Yan and Shaojun Zhang
Canisius College and Hong Kong Polytechnic University
Downloads 93 (280,027)

Abstract:

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Probability of informed trading, PIN-return relationship, Quality of PIN estimates

8.

CRSP for Teaching

Number of pages: 20 Posted: 03 Jan 2019
Yuxing Yan
Canisius College
Downloads 81 (305,184)

Abstract:

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CRSP, big-data, business analytics, quantitative finance, R, financial database

9.

Quality of PIN Estimates and the PIN-Return Relationship

Journal of Banking and Finance, Vol. 43, No. C, 2014
Number of pages: 54 Posted: 29 Apr 2014 Last Revised: 06 Dec 2014
Yuxing Yan and Shaojun Zhang
Canisius College and Hong Kong Polytechnic University
Downloads 41 (423,645)
Citation 5

Abstract:

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Probability of informed trading, PIN-return relationship, Quality of PIN estimates

10.

TAQ for Teaching

Number of pages: 28 Posted: 03 Aug 2019
Yuxing Yan
Canisius College
Downloads 31 (466,148)

Abstract:

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TAQ, Market Microstructure, High-Frequency, R, Data Retrieval

11.

A New Paradigm for the MSF Programs

Number of pages: 34 Posted: 14 Aug 2018
Yuxing Yan
Canisius College
Downloads 29 (475,814)

Abstract:

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MSF Programs, Programming, R, Python, SAS, Data Analytics

12.

An Internet Connected Financial Calculator

Journal of Accounting and Finance, Forthcoming
Posted: 29 Sep 2012
Yuxing Yan
Canisius College

Abstract:

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internet connected financial calculator, R software, open source, open data, Yahoo finance

13.

On the Consistency between the Fama-French Daily and Monthly Factors

Posted: 20 Mar 2008
Yuxing Yan
Canisius College

Abstract:

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C43, C51

Other Papers (5)

Total Downloads: 954
1.

Using Python for Finance 101

Number of pages: 2 Posted: 09 Jan 2013
Yuxing Yan
Canisius College
Downloads 583

Abstract:

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Finance 101, financial calculator, Python, open source data, Yahoo finance

2.

Using R as a Financial Calculator for Finance 101

Number of pages: 2 Posted: 09 Jan 2013
Yuxing Yan
Canisius College
Downloads 228

Abstract:

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Finance 101, financial calculator, R software, open source data, Yahoo finance

3.

A Free Financial Calculator

Number of pages: 2 Posted: 21 Jan 2013
Yuxing Yan
Canisius College
Downloads 66

Abstract:

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Finance 101, financial calculator, multiple IRRs, effective rate conversion

Information Asymmetry and Cross-Sectional Returns: A Re-Examination of the Relationship between Stock Return and the Adjusted Probability of Informed Trading

Number of pages: 43 Posted: 11 Jan 2015 Last Revised: 12 Mar 2015
Shaojun Zhang and Yuxing Yan
Hong Kong Polytechnic University and Canisius College
Downloads 35

Abstract:

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Adjusted PIN, Earnings announcements, Information asymmetry, Probability of informed trading

Information Asymmetry and Cross-Sectional Returns: A Re-Examination of the Relationship between Stock Return and the Adjusted Probability of Informed Trading

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 43 Posted: 31 Jan 2015 Last Revised: 24 Feb 2015
Shaojun Zhang and Yuxing Yan
Hong Kong Polytechnic University and Canisius College
Downloads 12

Abstract:

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Adjusted PIN; Earnings announcements; Information asymmetry; Probability of informed trading

5.

How to Generate a QR Code and Put It on Your Syllabus?

Number of pages: 1 Posted: 25 Jan 2016
Yuxing Yan
Canisius College
Downloads 30

Abstract:

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