Jialin Yu

Hong Kong University of Science & Technology (HKUST) - Department of Finance

Clear Water Bay, Kowloon

Hong Kong

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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SSRN RANKINGS

Top 3,854

in Total Papers Citations

93

CROSSREF CITATIONS

223

Scholarly Papers (9)

1.
Downloads 544 ( 54,993)
Citation 53

The Chinese Warrants Bubble

AFA 2011 Denver Meetings Paper
Number of pages: 50 Posted: 17 Mar 2009 Last Revised: 06 Sep 2011
Wei Xiong and Jialin Yu
Princeton University - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 338 (96,491)
Citation 17

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The Chinese Warrants Bubble

American Economic Review, Vol. 101, pp. 2723-2753, October 2011 , Economic Theory Center Working Paper No. 38-2012
Number of pages: 32 Posted: 27 Oct 2011
Jialin Yu and Wei Xiong
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Princeton University - Department of Economics
Downloads 159 (203,579)
Citation 8

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The Chinese Warrants Bubble

NBER Working Paper No. w15481
Number of pages: 42 Posted: 09 Nov 2009 Last Revised: 12 Nov 2009
Wei Xiong and Jialin Yu
Princeton University - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 47 (441,161)

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2.

Inflation Bets on the Long Bond

Review of Financial Studies, Volume 30, Issue 3, 1 March 2017
Number of pages: 85 Posted: 14 Jul 2014 Last Revised: 06 May 2018
Columbia University, Graduate School of Arts and Sciences, Department of Economics, University of California, Berkeley and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 506 (60,230)
Citation 2

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Bond Prices, Term Structure of Interest Rates, Shorting Frictions, Lending Fees, Speculation, Disagreement

Gone Fishin': Seasonality in Trading Activity and Asset Prices

Number of pages: 38 Posted: 13 Mar 2005 Last Revised: 06 Sep 2011
Harrison G. Hong and Jialin Yu
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 371 (86,708)
Citation 11

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Seasonality, Turnover, Asset Prices

Gone Fishin': Seasonality in Trading Activity and Asset Prices

Journal of Financial Markets, Vol. 12, No. 4, pp. 672-702, 2008
Number of pages: 47 Posted: 27 Oct 2011
Harrison G. Hong and Jialin Yu
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 118 (258,577)
Citation 1

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Disagreement and Return Predictability of Stock Portfolios

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 20 Mar 2008 Last Revised: 06 Sep 2011
Jialin Yu
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 263 (126,717)

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disagreement, equity premium, discount rate, value premium

Disagreement and Return Predictability of Stock Portfolios

Journal of Financial Economics, Vol. 99, No. 1, pp. 162-183, 2010
Number of pages: 44 Posted: 27 Oct 2011
Jialin Yu
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 91 (309,293)
Citation 3

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5.

Firms as Buyers of Last Resort: Financing Constraints, Stock Returns and Liquidity

Number of pages: 44 Posted: 10 Oct 2005
Jiang Wang, Jialin Yu and Harrison G. Hong
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 283 (117,910)
Citation 5

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financing constraint, payout, asset price, mean reversion, volatility, skewness, liquidity

High Frequency Market Microstructure Noise Estimates and Liquidity Measures

Annals of Applied Statistics, Vol. 3, No. 1, pp. 422-457, 2009
Number of pages: 36 Posted: 27 Oct 2011
Yacine Ait-Sahalia and Jialin Yu
Princeton University - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 134 (234,528)
Citation 2

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High Frequency Market Microstructure Noise Estimates and Liquidity Measures

NBER Working Paper No. w13825
Number of pages: 42 Posted: 15 Feb 2008 Last Revised: 20 Mar 2010
Yacine Ait-Sahalia and Jialin Yu
Princeton University - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 60 (393,359)

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7.

Option Value of Cash

Third Singapore International Conference on Finance 2009
Number of pages: 39 Posted: 17 Jan 2009 Last Revised: 06 Sep 2011
Jialin Yu
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 159 (203,325)

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house price, house sales, disagreement, resale option, fire sale

8.

Asset Pricing Using Partially Misspecified Models

Number of pages: 29 Posted: 19 Mar 2008 Last Revised: 06 Sep 2011
Dongyoup Lee and Jialin Yu
Columbia Business School, Finance and Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 154 (208,924)

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partial model misspecification, curse of dimensionality, option pricing, cheapest to deliver

9.

Lack-of-Recall and Centralized Monetary Trade

Number of pages: 7 Posted: 28 Oct 2004
Ted P. Temzelides and Jialin Yu
Rice University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 23 (548,269)
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