Leyuan You

University of Alaska Anchorage

Assitant Professor

3211 Providence Drive

Anchorage, AK 99508

United States

SCHOLARLY PAPERS

4

DOWNLOADS

3

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.

Using Four-Moment Tail Risk to Examine Financial and Commodity Instrument Diversification

Financial Review, Vol. 45, Issue 4, pp. 1101-1123, November 2010
Number of pages: 23 Posted: 13 Oct 2010
Leyuan You and Robert T. Daigler
University of Alaska Anchorage and Florida International University (FIU) - Department of Finance
Downloads 3 (649,130)
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Abstract:

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2.

Downside Four-Moment Tail Risk and its Effect on Financial and Commodity Diversification

Posted: 11 Mar 2009
Leyuan You and Robert T. Daigler
University of Alaska Anchorage and Florida International University (FIU) - Department of Finance

Abstract:

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four-moment Value-at-Risk, diversification, skewness, kurtosis, commodity futures

3.

Cross Listing and Subsequent Delisting in Foreign Markets

Posted: 11 Mar 2009
University of Alaska Anchorage, Florida International University and University of Alaska at Anchorage

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Foreign listing, foreign delisting, event study, bonding hypothesis

4.

Global Stocks and Contemporaneous Market Risk

International Journal of Business, Vol. 12, No. 3, 2007
Posted: 10 Jun 2008
University of Alaska Anchorage, Florida International University (FIU), Florida International University and Florida International University (FIU) - Department of Finance

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Global beta; Market risk; International equity markets

Other Papers (1)

Total Downloads: 64
1.

An Empirical Study of Multiple Listings

Number of pages: 27 Posted: 12 Dec 2008
Leyuan You and Brian M. Lucey
University of Alaska Anchorage and Trinity Business School, Trinity College Dublin
Downloads 64

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Multiple listings, emerging markets, ADR