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

DOWNLOADS
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Top 36,355

in Total Papers Downloads

965

CITATIONS
Rank 40,227

SSRN RANKINGS

Top 40,227

in Total Papers Citations

4

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 (43,754)
Citation 1

Abstract:

Habit formation, Epstein-Zin utility, equity premuim puzzle

2.

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 (113,530)
Citation 2

Abstract:

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

3.

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 (201,682)
Citation 1

Abstract:

Regime shifts, business cycles, equity premium, return predictability

4.

Dynamics of the Expectation and Risk Premium in the OIS Term Structure

Kelley School of Business Research Paper No. 17-41, Columbia Business School Research Paper No. 17-55
Number of pages: 57 Posted: 15 May 2017 Last Revised: 15 Aug 2017
Columbia Business School - Finance and Economics, Indiana University, Kelley School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (303,223)

Abstract:

OIS, FOMC, Term structure, Bayesian inference, MCMC

5.

General Purpose Technologies and International Stock Returns

Kelley School of Business Research Paper No. 16-53
Number of pages: 54 Posted: 01 Jul 2016
Po-Hsuan Hsu and Wei Yang
University of Hong Kong and Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (515,254)

Abstract:

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

6.

General Purpose Technologies and International Stock Returns

Kelley School of Business Research Paper No. 16-53
Number of pages: 60 Posted: 01 Jul 2016 Last Revised: 26 Apr 2017
Po-Hsuan Hsu and Wei Yang
University of Hong Kong and Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (358,857)

Abstract:

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

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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