Yi Tang

Fordham University - Gabelli School of Business

113 West 60th Street

New York, NY 10023

United States

  • Fordham University - Gabelli School of Business

SCHOLARLY PAPERS

26

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562

CROSSREF CITATIONS

68

Scholarly Papers (26)

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1.

A Lottery Demand-Based Explanation of the Beta Anomaly

Georgetown McDonough School of Business Research Paper No. 2408146
Number of pages: 104 Posted: 13 Mar 2014 Last Revised: 03 Dec 2016
Turan G. Bali, Stephen J. Brown, Scott Murray and Yi Tang
Georgetown University - McDonough School of Business, New York University - Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business
Downloads 3,198 (6,489)
Citation 88

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Beta, Beta Anomaly, Lottery Demand, Stock Returns, Institutional Ownership

2.

Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns

Downloads 2,110 (12,551)
Citation 36

Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns

Number of pages: 55 Posted: 23 Jun 2012 Last Revised: 15 Apr 2016
Turan G. Bali, Robert F. Engle and Yi Tang
Georgetown University - McDonough School of Business, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 1,394 (23,317)
Citation 5

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Dynamic conditional beta, conditional CAPM, ICAPM, investor attention, buying intensity, and expected stock returns

Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns

Georgetown McDonough School of Business Research Paper 2012-16
Number of pages: 56 Posted: 24 Jul 2012 Last Revised: 15 Apr 2016
Turan G. Bali, Robert F. Engle and Yi Tang
Georgetown University - McDonough School of Business, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 716 (60,084)
Citation 30

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Dynamic conditional beta, conditional CAPM, ICAPM, investor attention, buying intensity, and expected stock returns

3.

Liquidity Shocks and Stock Market Reactions

Downloads 1,859 (15,265)
Citation 32

Liquidity Shocks and Stock Market Reactions

Fordham University Schools of Business Research Paper No. 2020476
Number of pages: 108 Posted: 13 Mar 2012 Last Revised: 22 Sep 2013
Turan G. Bali, Lin Peng, Yannan Shen, Yannan Shen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 1,284 (26,303)
Citation 1

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Expected stock returns, liquidity, stock market reactions, underreaction, investor attention

Liquidity Shocks and Stock Market Reactions

Georgetown McDonough School of Business Research Paper No. 2012-02
Number of pages: 108 Posted: 10 May 2012 Last Revised: 26 Aug 2013
Turan G. Bali, Lin Peng, Yannan Shen, Yannan Shen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 413 (118,194)
Citation 34

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Stock returns, liquidity shocks, stock market reactions, underreaction, investor attention

Liquidity Shocks and Stock Market Reactions

Number of pages: 108 Posted: 15 Mar 2012 Last Revised: 26 Aug 2013
Turan G. Bali, Lin Peng, Yannan Shen, Yannan Shen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 162 (302,814)
Citation 1

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Stock returns, liquidity shocks, stock market reactions, underreaction, investor attention

4.

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

Georgetown McDonough School of Business Research Paper No. 2812967, Gabelli School of Business, Fordham University Research Paper No. 2812967
Number of pages: 51 Posted: 09 Dec 2016 Last Revised: 10 Dec 2016
Turan G. Bali, Stephen J. Brown and Yi Tang
Georgetown University - McDonough School of Business, New York University - Stern School of Business and Fordham University - Gabelli School of Business
Downloads 1,737 (17,000)
Citation 33

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Economic uncertainty, uncertainty aversion, cross-section of stock returns, ICAPM, return predictability.

5.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

Downloads 1,588 (19,482)
Citation 22

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

9th Miami Behavioral Finance Conference 2018, Baruch College Zicklin School of Business Research Paper No. 2019-03-01, Georgetown McDonough School of Business Research Paper No. 3343769
Number of pages: 70 Posted: 15 Mar 2019 Last Revised: 10 Dec 2021
Turan G. Bali, David A. Hirshleifer, Lin Peng and Yi Tang
Georgetown University - McDonough School of Business, Marshall School of Business, USC, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 1,565 (19,542)
Citation 21

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lottery stocks, investor attention, social interactions, social network, MAX, skewness, retail investors.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

NBER Working Paper No. w29543
Number of pages: 70 Posted: 07 Dec 2021 Last Revised: 16 Apr 2023
Turan G. Bali, David A. Hirshleifer, Lin Peng and Yi Tang
Georgetown University - McDonough School of Business, Marshall School of Business, USC, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 23 (861,043)
Citation 6

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6.

Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

Georgetown McDonough School of Business Research Paper No. 2407279
Number of pages: 67 Posted: 12 Mar 2014 Last Revised: 03 Feb 2020
Turan G. Bali, Stephen J. Brown and Yi Tang
Georgetown University - McDonough School of Business, New York University - Stern School of Business and Fordham University - Gabelli School of Business
Downloads 1,378 (24,155)
Citation 3

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dispersion in economic forecasts, mispricing, disagreement risk, cross-section of stock returns, return predictability

7.

Unusual News Events and the Cross-Section of Stock Returns

Downloads 1,257 (27,655)
Citation 6

Unusual News Events and the Cross-Section of Stock Returns

Number of pages: 66 Posted: 18 Mar 2009 Last Revised: 27 Feb 2012
Turan G. Bali, Anna Scherbina and Yi Tang
Georgetown University - McDonough School of Business, Brandeis University and Fordham University - Gabelli School of Business
Downloads 763 (54,844)
Citation 6

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unusual news events, volatility shocks, differences of opinion

Unusual News Events and the Cross-Section of Stock Returns

UC Davis Graduate School of Management Research Paper No. 10-09
Number of pages: 66 Posted: 27 Jan 2009 Last Revised: 27 Feb 2012
Turan G. Bali, Anna Scherbina and Yi Tang
Georgetown University - McDonough School of Business, Brandeis University and Fordham University - Gabelli School of Business
Downloads 494 (95,596)
Citation 4

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idiosyncratic volatility shocks, unusual news events, divergence of opinion

8.

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Downloads 1,148 (31,603)
Citation 76

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Number of pages: 85 Posted: 12 Jun 2010 Last Revised: 07 Jul 2012
Linda Allen, Turan G. Bali and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Georgetown University - McDonough School of Business and Fordham University - Gabelli School of Business
Downloads 901 (43,731)
Citation 38

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Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Georgetown McDonough School of Business Research Paper No. 1993312
Number of pages: 85 Posted: 30 Jan 2012 Last Revised: 14 Jul 2015
Turan G. Bali, Linda Allen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 247 (205,414)
Citation 46

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Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail

9.

Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR

Number of pages: 31 Posted: 06 Sep 2006
Turan G. Bali, Henry Mo and Yi Tang
Georgetown University - McDonough School of Business, Credit Suisse - Fixed Income Division and Fordham University - Gabelli School of Business
Downloads 921 (43,085)
Citation 7

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conditional value at risk, GARCH, skewed generalized t distribution, conditional skewness and kurtosis

10.

Time-Varying Sharpe Ratios and Market Timing

Downloads 658 (43,903)
Citation 9

Time-Varying Sharpe Ratios and Market Timing

Number of pages: 30 Posted: 06 Oct 2011
Yi Tang and Robert Whitelaw
Fordham University - Gabelli School of Business and New York University
Downloads 658 (66,698)
Citation 9

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Sharpe ratio, predictability, stock market

11.

Retail Attention, Institutional Attention

Baruch College Zicklin School of Business Research Paper No. 2019-05-03
Number of pages: 67 Posted: 06 May 2019 Last Revised: 06 Dec 2021
Hongqi Liu, Lin Peng and Yi Tang
Chinese University of Hong Kong, Shenzhen, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 893 (44,929)
Citation 3

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Attention, retail investors, institutional investors, crowding-out effect, earnings announcements, analyst forecast revisions

12.

The Role of Banks in Dividend Policy

Downloads 782 (54,066)
Citation 6

The Role of Banks in Dividend Policy

Pace University Finance Research Paper No. 2009/07
Number of pages: 37 Posted: 13 Aug 2009 Last Revised: 04 Sep 2019
Linda Allen, Aron Gottesman, Anthony Saunders and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 496 (95,081)
Citation 5

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dividend, bank lending intensity, monitoring, corporate governance

The Role of Banks in Dividend Policy

NYU Working Paper No. FIN-09-005, Pace University Finance Research Paper No. 2009/08
Number of pages: 31 Posted: 08 Sep 2009
Linda Allen, Aron Gottesman, Anthony Saunders and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 286 (178,410)
Citation 2

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13.

Market Pricing of Economic Risks and Stock Returns

Number of pages: 36 Posted: 25 Mar 2008
Liuren Wu and Yi Tang
City University of New York, CUNY Baruch College - Zicklin School of Business and Fordham University - Gabelli School of Business
Downloads 733 (58,771)

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economic risks, stock returns, inflation, real output, pricing kernel, cash flow

14.

Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?

Number of pages: 47 Posted: 04 Feb 2016 Last Revised: 06 Jun 2016
Nusret Cakici, Yi Tang and An Yan
Fordham university, Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Downloads 700 (62,464)
Citation 3

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Emerging markets, cross-sectional stock returns, market comovements

15.

Investor Regret and Stock Returns

Georgetown McDonough School of Business Research Paper No. 3195191
Number of pages: 98 Posted: 19 Jun 2018 Last Revised: 27 Apr 2023
Yakup Eser Arısoy, Turan G. Bali and Yi Tang
NEOMA Business School, Georgetown University - McDonough School of Business and Fordham University - Gabelli School of Business
Downloads 648 (68,949)
Citation 4

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Regret theory, equity returns, investor sophistication, household trading, informational frictions, limits-to-arbitrage, costly arbitrage.

16.

Unusual News Flow and the Cross-Section of Stock Returns

Georgetown McDonough School of Business Research Paper No. 2820320, Gabelli School of Business, Fordham University Research Paper No. 2820320
Number of pages: 56 Posted: 12 Aug 2016 Last Revised: 15 Nov 2016
Turan G. Bali, Andriy Bodnaruk, Anna Scherbina and Yi Tang
Georgetown University - McDonough School of Business, University of Illinois at Chicago, Brandeis University and Fordham University - Gabelli School of Business
Downloads 603 (75,461)
Citation 10

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Unusual News Flow, Volatility Shocks, Short Sale Constraints, Market Efficiency

17.

Imports, Exports, Dollar Exposures, and Stock Returns

Downloads 596 (76,589)

Imports, Exports, Dollar Exposures, and Stock Returns

Number of pages: 33 Posted: 21 Mar 2008 Last Revised: 16 Mar 2010
Suparna Chakraborty, Liuren Wu and Yi Tang
University of San Francisco, City University of New York, CUNY Baruch College - Zicklin School of Business and Fordham University - Gabelli School of Business
Downloads 343 (145,989)

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Dollar risk exposure, imports, exports, currency risk premium

Imports, Exports, Dollar Exposures, and Stock Returns

Fordham University Schools of Business Research Paper No. 1787398
Number of pages: 44 Posted: 21 Mar 2011
Suparna Chakraborty, Yi Tang and Liuren Wu
University of San Francisco, Fordham University - Gabelli School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 253 (200,597)

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Dollar Risk Exposure, Imports, Exports, Currency Risk Premium, Stock Returns

18.

Causes or Consequences? Earnings Management Around Seasoned Equity Offerings

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 20 Mar 2008 Last Revised: 16 Mar 2010
Jie Chen, Zhaoyang Gu and Yi Tang
Carnegie Mellon University - David A. Tepper School of Business, Chinese University of Hong Kong - School of Accountancy and Fordham University - Gabelli School of Business
Downloads 595 (76,758)
Citation 2

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Seasoned equity offerings, earnings management, postissue performance, market efficiency

19.

Alternative Profitability Measures and Cross Section of Expected Stock Returns: International Evidence

Number of pages: 37 Posted: 18 May 2017 Last Revised: 04 Jun 2020
Nusret Cakici, Sris Chatterjee, Yi Tang and Lin Tong
Fordham university, Fordham University - Gabelli School of Business, Fordham University - Gabelli School of Business and Fordham University - Finance Area
Downloads 587 (78,086)
Citation 7

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Profitability, enterprise value, behavioral finance, international asset pricing

20.

What's Your Bank's Fintech Score? Fintech Integration Transforms Banks from Costly Dealers Into Brokers

Number of pages: 60 Posted: 08 Jan 2021 Last Revised: 23 Mar 2023
Linda Allen, Yu Shan, Yi Tang and Alev Yildirim
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Syracuse University - Whitman School of Management, Fordham University - Gabelli School of Business and CUNY Queens College
Downloads 468 (103,074)

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Fintech, operational costs, broker, dealer, market making, match making

21.

Betting Against Beta or Demand for Lottery

Number of pages: 79 Posted: 17 Aug 2014
Turan G. Bali, Stephen J. Brown, Scott Murray and Yi Tang
Georgetown University - McDonough School of Business, New York University - Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business
Downloads 462 (104,705)
Citation 8

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Beta, Betting Against Beta, Lottery Demand, Stock Returns, Funding Liquidity

22.

Corporate Equity Ownership and Expected Stock Returns

Gabelli School of Business, Fordham University Research Paper No. 2766799
Number of pages: 49 Posted: 20 Apr 2016
Jinliang Li, Yi Tang and An Yan
Tsinghua University, Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Downloads 276 (184,703)
Citation 2

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corporate equity ownership, stock returns, market efficiency, limits to arbitrage, investor attention

23.

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Downloads 220 (189,523)
Citation 5

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

2016 Financial Markets and Corporate Governance
Number of pages: 43 Posted: 11 Nov 2015 Last Revised: 26 May 2016
Linda Allen and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 133 (355,995)
Citation 3

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contingent capital, callable put option, dual trigger exercise price, systemic risk

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Number of pages: 43 Posted: 25 Oct 2014 Last Revised: 26 May 2016
Linda Allen and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 87 (481,778)

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contingent capital, callable put option, dual trigger exercise price, systemic risk

24.

Estimation Error in Mean Returns and the Mean-Variance Efficient Frontier

International Review of Economics & Finance, Forthcoming
Number of pages: 31 Posted: 15 Sep 2014 Last Revised: 16 Nov 2017
Majeed Simaan, Yusif Simaan and Yi Tang
Stevens Institute of Technology - School of Business, Fordham University - Graduate School of Business and Fordham University - Gabelli School of Business
Downloads 224 (226,711)
Citation 4

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Portfolio Theory, Investment, Estimation Error, Multivariate Analysis

25.

Bank Delays in the Resolution of Delinquent Mortgages: The Problem of Limbo Loans

Fordham University Schools of Business Research Paper No. 2018948
Number of pages: 64 Posted: 11 Mar 2012 Last Revised: 14 Dec 2013
Linda Allen, Stavros Peristiani and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Bank of New York--Retired and Fordham University - Gabelli School of Business
Downloads 200 (251,849)

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Mortgage, MERS, foreclosure

26.

Scapegoating: Uncontrollable Factors Disclosure and Disposition Effect

Posted: 10 Mar 2022 Last Revised: 16 Aug 2023
Mengjie Huang, Xiumin Martin, Yi Tang and Yuan Xie
Fordham University, Washington University in Saint Louis - Olin School of Business, Fordham University - Gabelli School of Business and Fordham University

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cognitive dissonance, uncontrollable factors, earnings conference call, firm disclosure, disposition effect, retail investors