Wei Yang

Indiana University - Kelley School of Business - Department of Finance

Assistant Professor of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

SCHOLARLY PAPERS

7

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CITATIONS
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7

Scholarly Papers (7)

1.

Intertemporal Substitution and Equity Premium: A Perspective with Habit in Epstein-Zin Preferences

Number of pages: 42 Posted: 21 Mar 2008 Last Revised: 14 May 2014
Wei Yang
Indiana University - Kelley School of Business - Department of Finance
Downloads 501 (41,553)
Citation 1

Abstract:

Habit formation, Epstein-Zin utility, equity premuim puzzle

2.

Corporate Investment and Value Creation

Number of pages: 52 Posted: 06 Mar 2006
Wei Yang
Indiana University - Kelley School of Business - Department of Finance
Downloads 324 (69,386)

Abstract:

capital investment, investment inefficiency, earnings

3.

Asset Pricing with Left-Skewed Long-Run Risk in Durable Consumption

Simon School Working Paper No. FR 09-09, AFA 2010 Atlanta Meetings Paper
Number of pages: 55 Posted: 24 Mar 2009 Last Revised: 14 May 2014
Wei Yang
Indiana University - Kelley School of Business - Department of Finance
Downloads 218 (107,531)
Citation 2

Abstract:

Skewness, Long-Run Risk, Durable Consumption, Equity Premium Puzzle

4.

Time-Varying Exposure to Long-Run Consumption Risk

Number of pages: 40 Posted: 21 Mar 2007
Wei Yang
Indiana University - Kelley School of Business - Department of Finance
Downloads 181 (123,583)
Citation 3

Abstract:

Long-run consumption risk, time-varying expected returns, momentum, reversal, factor models

5.

Business Cycles and Regime-Shift Risk

Number of pages: 58 Posted: 26 Jan 2012
Wei Yang
Indiana University - Kelley School of Business - Department of Finance
Downloads 102 (196,935)
Citation 1

Abstract:

Regime shifts, business cycles, equity premium, return predictability

6.

Cross-Border Spillovers of General Purpose Technologies, Financial Market Integration, and International Stock Returns

Kelley School of Business Research Paper No. 16-53
Number of pages: 60 Posted: 01 Jul 2016 Last Revised: 04 Aug 2016
Po-Hsuan Hsu and Wei Yang
University of Hong Kong and Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (367,025)

Abstract:

General purpose technologies, technology spillovers, international asset pricing, innovation, financial market integration

7.

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1669-1706, 2007
Posted: 26 Jun 2008
New York University, Stanford University - Graduate School of Business and Indiana University - Kelley School of Business - Department of Finance

Abstract:

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