Siyuan Yang

PBC School of Finance

SCHOLARLY PAPERS

2

DOWNLOADS

684

TOTAL CITATIONS

1

Ideas:
“  My research interests include Empirical Asset Pricing, Behavioral Finance, and Related Topics in Corporate Finance. Nowadays, I am investigating the implications of dividend payout in the Chinese Stock Market. Any comments are highly welcomed. Personal Website: https://sites.google.com/view/siyuan-yang/home  ”

Scholarly Papers (2)

1.

Underreaction Associated with Return Extrapolation: Evidence from Post-earnings-announcement Drift

Number of pages: 81 Posted: 07 Dec 2021 Last Revised: 01 Apr 2025
Siyuan Yang and Siyang Li
PBC School of Finance and PBCSF, Tsinghua University
Downloads 496 (123,847)
Citation 1

Abstract:

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Return Extrapolation, Post-earnings-announcement drift, Underreaction, Limited Attention

2.

Motivated Extrapolative Beliefs

Number of pages: 78 Posted: 11 Apr 2024
Siyuan Yang
PBC School of Finance
Downloads 188 (345,899)

Abstract:

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Return Extrapolation, Motivated Beliefs, Momentum, Disposition Effect