Dongyan Ye

Cheung Kong Graduate School of Business

Research Fellow

Oriental Plaza, Tower E3

One East Chang An Avenue

Beijing, 100738

China

SCHOLARLY PAPERS

5

DOWNLOADS

550

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

The Chinese Government Bond Returns

Number of pages: 29 Posted: 13 Jun 2010
Jiang Wang, Zhishu Yang and Dongyan Ye
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Tsinghua University - School of Economics & Management and Cheung Kong Graduate School of Business
Downloads 245 (183,415)

Abstract:

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Chinese Government Bond, common factors, momentum profit, market segmentation

2.

Disclosure, Learning, and Coordination

First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 77 Posted: 21 Feb 2014 Last Revised: 13 Jun 2016
Huining Henry Cao, Yuan Ma and Dongyan Ye
Cheung Kong Graduate School of Business, Independent and Cheung Kong Graduate School of Business
Downloads 113 (350,570)
Citation 3

Abstract:

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3.

Speculative Financial Innovation

Number of pages: 35 Posted: 21 Feb 2014
Huining Henry Cao, Hui Ou-Yang and Dongyan Ye
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business and Cheung Kong Graduate School of Business
Downloads 88 (412,713)

Abstract:

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4.

Negative Bubbles Under Short-Sales Constraints and Heterogeneous Beliefs

Number of pages: 31 Posted: 18 Nov 2016
Huining Henry Cao, Hui Ou-Yang and Dongyan Ye
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business and Cheung Kong Graduate School of Business
Downloads 58 (516,660)

Abstract:

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Negative Bubbles, Short-Sales Constraints, Heterogeneous Beliefs

5.

Risk Premiums, Liquidities, and Bubbles under Heterogeneous Beliefs

Number of pages: 48 Posted: 17 Aug 2016 Last Revised: 17 Nov 2016
Huining Henry Cao, Hui Ou-Yang and Dongyan Ye
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business and Cheung Kong Graduate School of Business
Downloads 46 (571,287)
Citation 2

Abstract:

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Heterogeneous beliefs; Risk premiums; Liquidities; Bubbles