Yunhong Yang

Peking University - Guanghua School of Management

Peking University

Beijing, Beijing 100871

China

  • Peking University - Guanghua School of Management

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SCHOLARLY PAPERS

3

DOWNLOADS

415

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

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1.

Optimal Investment Rule in an Inefficient Financial Market

Number of pages: 46 Posted: 16 Feb 2005
Yaping Wang, Yunhong Yang and Chunsheng Zhou
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management - Finance
Downloads 207 (160,661)

Abstract:

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Capital budgeting, optimal rule, inefficient market

2.

Testing the Diagonality of a Large Covariance Matrix in a Regression Setting

Number of pages: 35 Posted: 14 May 2014
Wei Lan, Ronghua Luo, Chih-Ling Tsai, Hansheng Wang and Yunhong Yang
Peking University - Guanghua School of Management, Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of California, Davis - Graduate School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 151 (212,045)
Citation 1

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Bias-Corrected Test; Covariance; Diagonality Test; High Dimensional Data; Multivariate Analysis

3.

Bank Capital, Interbank Contagion, and Bailout Policy

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 17 Apr 2013
Suhua Tian, Yunhong Yang and Gaiyan Zhang
Fudan University - School of Economics, Peking University - Guanghua School of Management and University of Missouri at St. Louis - College of Business Administration
Downloads 57 (397,237)

Abstract:

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interbank linkages, optimal capital holding, contagion, bailout policy, regulatory capital requirement, takeover, liquidation