Yee Cheng Loon

Securities and Exchange Commission (SEC)

Financial Economist

100 F Street NE

Washington, DC 20549

United States

  • Securities and Exchange Commission (SEC)

SCHOLARLY PAPERS

7

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Top 14,233

in Total Papers Downloads

5,910

SSRN CITATIONS
Rank 12,625

SSRN RANKINGS

Top 12,625

in Total Papers Citations

93

CROSSREF CITATIONS

16

Scholarly Papers (7)

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1.

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 15 Aug 2008 Last Revised: 15 Jan 2011
Vikas Agarwal, William Fung, Yee Cheng Loon and Narayan Y. Naik
Georgia State University, PI Asset Management, LLC, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting
Downloads 3,091 (6,842)
Citation 4

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Hedge Funds, Convertible Bonds, Convertible Arbitrage, Supply, Risk Factors

2.

Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 31 May 2014 Last Revised: 24 Sep 2015
Yee Cheng Loon and Zhaodong Zhong
Securities and Exchange Commission (SEC) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 904 (44,234)
Citation 18

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Dodd-Frank Act, Over-the-Counter Markets, Liquidity, Real-Time Trade Reporting, Credit Default Swaps

3.

The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 15 Nov 2012 Last Revised: 13 Nov 2013
Yee Cheng Loon and Zhaodong Zhong
Securities and Exchange Commission (SEC) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 857 (47,596)
Citation 58

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Central Clearing, Counterparty Risk, Systemic Risk, Liquidity, Credit Default Swap

4.

Mandatory Retirement Policies for CEOs

Number of pages: 55 Posted: 14 Jan 2010 Last Revised: 03 Jan 2012
Murali Jagannathan and Yee Cheng Loon
SUNY at Binghamton - School of Management and Securities and Exchange Commission (SEC)
Downloads 517 (91,512)
Citation 1

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Mandatory Retirement, CEO Age, Succession Planning, Founders, Career Incentives

5.

Product Market Power and Stock Market Liquidity

Journal of Financial Markets, Forthcoming
Number of pages: 55 Posted: 18 Mar 2009 Last Revised: 29 Dec 2010
Jayant R. Kale and Yee Cheng Loon
Georgia State University and Securities and Exchange Commission (SEC)
Downloads 409 (120,838)
Citation 3

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Product market, Market power, Liquidity, Asymmetric information

6.

Model Uncertainty, Performance Persistence and Flows

Number of pages: 74 Posted: 22 Dec 2009
Yee Cheng Loon
Securities and Exchange Commission (SEC)
Downloads 71 (538,154)

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Mutual Funds, Performance Persistence, Flows, Model Uncertainty

7.

Do Institutional Investors Amplify or Dampen Noise Shocks to Stocks?

Northeastern U. D’Amore-McKim School of Business Research Paper No. 2690405
Number of pages: 46 Posted: 19 Nov 2015
Jayant R. Kale and Yee Cheng Loon
Georgia State University and Securities and Exchange Commission (SEC)
Downloads 61 (582,110)
Citation 1

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Institutional investors, noise trading, mispricing, idiosyncratic volatility