Yan He

Indiana University Southeast - School of Business

Associate Professor of Finance

4201 Grant Line Road

New Albany, IN 47150

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 25,603

SSRN RANKINGS

Top 25,603

in Total Papers Downloads

1,353

CITATIONS
Rank 36,087

SSRN RANKINGS

Top 36,087

in Total Papers Citations

5

Scholarly Papers (9)

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 affiliation not provided to SSRN
Downloads 751 (23,400)
Citation 1

Abstract:

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 University of Science & Technology (HKUST) - Department of Finance and affiliation not provided to SSRN
Downloads 379 (58,145)

Abstract:

Bond rating changes; Information asymmetry; Information risk

3.

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, affiliation not provided to SSRN and SUNY at Buffalo - School of Management
Downloads 54 (288,151)
Citation 2

Abstract:

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

4.

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

Financial Markets, Institutions & Instruments, Vol. 12, pp. 347-376, December 2003
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 26 (391,267)
Citation 2

Abstract:

5.

Partial Privatization of Listed Chinese Companies: Revelations by Literature Survey and Analyses

Number of pages: 51 Posted: 22 Apr 2015
Frank Fu Long and Yan He
Wuhan University and Indiana University Southeast - School of Business
Downloads 20 (320,250)

Abstract:

listed Chinese companies, partial privatization, private stock ownership, government stock ownership, financial effects

6.

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 affiliation not provided to SSRN
Downloads 0 (274,165)

Abstract:

7.

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

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

Abstract:

Decimalization, volatility components, microstructure

8.

The Post-Reform Disparity between Nasdaq and the NYSE

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

Abstract:

9.

Further Evidence on Mean Reversion in Index Basis Changes

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

Abstract: