Yee Cheng Loon

Securities and Exchange Commission (SEC)

Financial Economist

100 F Street NE

Washington, DC 20549

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,915

SSRN RANKINGS

Top 7,915

in Total Papers Downloads

4,464

CITATIONS
Rank 13,840

SSRN RANKINGS

Top 13,840

in Total Papers Citations

27

Scholarly Papers (7)

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
Georgia State University, Maple Financial Group, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting
Downloads 2,444 (3,293)
Citation 22

Abstract:

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

2.

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 University
Downloads 443 (34,857)
Citation 1

Abstract:

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

3.

Mandatory Retirement Policies for CEOs

Number of pages: 55 Posted: 14 Jan 2010 Last Revised: 03 Jan 2012
Murali Jagannathan and Yee Cheng Loon
State University of New York (SUNY) at Binghamton and Securities and Exchange Commission (SEC)
Downloads 369 (61,972)
Citation 2

Abstract:

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

4.

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
Northeastern University and Securities and Exchange Commission (SEC)
Downloads 305 (71,898)
Citation 2

Abstract:

Product market, Market power, Liquidity, Asymmetric information

5.

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 University
Downloads 208 (43,909)

Abstract:

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

6.

Model Uncertainty, Performance Persistence and Flows

Number of pages: 74 Posted: 22 Dec 2009
Yee Cheng Loon
Securities and Exchange Commission (SEC)
Downloads 49 (309,222)

Abstract:

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
Northeastern University and Securities and Exchange Commission (SEC)
Downloads 0 (348,491)

Abstract:

Institutional investors, noise trading, mispricing, idiosyncratic volatility