Yu Yan

Peking University - School of Economics

Yiheyuan Road

the school of economics builiding

Beijing, 000000

China

SCHOLARLY PAPERS

4

DOWNLOADS

264

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Momentum, Bubble and Information Transmission

Number of pages: 47 Posted: 04 Dec 2023
Yu Yan, Yan Tong and Yiming Wang
Peking University - School of Economics, Nankai University - School of Mathematical Sciences and Peking University
Downloads 141 (385,964)

Abstract:

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nformation Transmission; Heterogeneous Beliefs; Momentum Effect; Reversal Effect; Bubble.

2.

How Can COVID-19 Cause Risk Contagion?

Number of pages: 45 Posted: 22 Mar 2021 Last Revised: 06 Nov 2021
Yu Yan, Yiming Wang and Yiming Lei
Peking University - School of Economics, Peking University and Nanyang Technological University (NTU)
Downloads 62 (658,194)

Abstract:

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risk contagion, COVID-19, heterogeneous beliefs, Chinese and American stock markets, liquidity

3.

Momentum Mechanisms under Heterogeneous Beliefs

Number of pages: 70 Posted: 28 Mar 2023
Yiming Wang, Yan Tong and Yu Yan
Peking University, Nankai University - School of Mathematical Sciences and Peking University - School of Economics
Downloads 39 (802,888)

Abstract:

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Heterogeneous Beliefs, Extrapolators, Information Transmission, Momentum.

4.

A-H Share Price Difference: A Theoretical and Empirical Analysis

Number of pages: 64 Posted: 11 Apr 2024
Peking University, Nankai University - Department of Finance, Peking University - School of Economics and University of Cambridge
Downloads 22 (950,641)

Abstract:

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Price Premium, Dual list shares, General equilibrium