Tiange Ye

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA 90089

United States

  • University of Southern California - Marshall School of Business

SCHOLARLY PAPERS

4

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1,502

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds

Swiss Finance Institute Research Paper No. 23-42
Number of pages: 79 Posted: 14 Mar 2023 Last Revised: 25 Oct 2024
Lorenzo Bretscher, Lukas Schmid and Tiange Ye
Swiss Finance Institute - HEC Lausanne, University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business
Downloads 700 (74,885)
Citation 1

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demand shifts, passive funds, corporate bonds, demand elasticity, ETFs, mutual funds, price pressure, cross-trading, capital structure, market timing, SEC, regulation

2.

Market-wide spillovers from individual firms’ earnings announcements

Number of pages: 61 Posted: 07 May 2021 Last Revised: 11 Mar 2023
Maria Ogneva, Jingjing Xia and Tiange Ye
University of Southern California - Marshall School of Business, Wenzhou-Kean University and University of Southern California - Marshall School of Business
Downloads 395 (150,646)

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Earnings announcement, macroeconomic announcement, S&P 500 index returns, futures market, intraday price discovery

3.

Forecasting International Stock Market Variances

Number of pages: 75 Posted: 17 May 2024
Geert Bekaert, Nancy R. Xu and Tiange Ye
Columbia University - Columbia Business School, Finance, Boston College, Carroll School of Management and University of Southern California - Marshall School of Business
Downloads 262 (233,207)

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Realized variance, implied volatility, international stock market, volatility forecasting

4.

Non-Fundamental Loan Renegotiations

Number of pages: 54 Posted: 18 Sep 2024 Last Revised: 04 Nov 2024
AJ Chen, Matthew Phillips, Regina Wittenberg Moerman and Tiange Ye
Marshall School of Business - University of Southern California, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University and University of Southern California - Marshall School of Business
Downloads 145 (406,299)

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private loans, liquidity, renegotiation, non-fundamental demand, institutional lender demand, nonbank lenders, institutional investors, debt financing