Yan He

Indiana University Southeast - School of Business

Associate Professor of Finance

4201 Grant Line Road

New Albany, IN 47150

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 31,405

SSRN RANKINGS

Top 31,405

in Total Papers Downloads

1,613

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Liquidity, Information Risk, and Asset Pricing: Evidence from the U.S. Government Bond Market

AFA 2006 Boston Meetings Paper
Number of pages: 60 Posted: 23 Mar 2005
SUNY at Buffalo - School of Management, University of Michigan - Stephen M. Ross School of Business, Indiana University Southeast - School of Business and Dept. of Economics and Finance, City Univ. of HK
Downloads 814 (32,193)
Citation 3

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Information risk, Liquidity risk, PIN, asset pricing, order imbalance

2.

Do Bond Rating Changes Affect Information Risk of Stock Trading?

Number of pages: 41 Posted: 01 Mar 2007
Indiana University Southeast - School of Business, Hong Kong Polytechnic University and Dept. of Economics and Finance, City Univ. of HK
Downloads 416 (76,474)
Citation 2

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Bond rating changes; Information asymmetry; Information risk

3.

Stock Split Decisions: A Synthesis of Theory and Evidence

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 2, 2012
Number of pages: 19 Posted: 12 Nov 2015
Yan He and Junbo Wang
Indiana University Southeast - School of Business and Dept. of Economics and Finance, City Univ. of HK
Downloads 287 (116,030)

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4.

Price Discovery in the Round-the-Clock U.S. Treasury Market

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 14 Oct 2008 Last Revised: 16 Dec 2009
Indiana University Southeast - School of Business, Victoria University of Wellington - School of Economics & Finance, Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
Downloads 69 (360,686)
Citation 1

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Price discovery, asymmetric information, liquidity provision, variance decomposition, after-hours trading

5.

What Explains the Bid-Ask Spread Decline after NASDAQ Reforms?

Number of pages: 30 Posted: 26 Nov 2003
Yan He and Chunchi Wu
Indiana University Southeast - School of Business and SUNY at Buffalo - School of Management
Downloads 27 (523,689)
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6.

The Effects of Decimalization on Return Volatility Components, Serial Correlation and Trading Costs

Posted: 06 Apr 2004
Yan He and Chunchi Wu
Indiana University Southeast - School of Business and SUNY at Buffalo - School of Management

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Decimalization, volatility components, microstructure

7.

The Post-Reform Disparity between NASDAQ and the NYSE

Posted: 28 Jun 2002
Yan He and Chunchi Wu
Indiana University Southeast - School of Business and SUNY at Buffalo - School of Management

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8.

Further Evidence on Mean Reversion in Index Basis Changes

Posted: 16 Oct 2001
Yan He and Chunchi Wu
Indiana University Southeast - School of Business and SUNY at Buffalo - School of Management

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