Zhishu Yang

Tsinghua University - School of Economics & Management

Beijing, 100084

China

SCHOLARLY PAPERS

15

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CITATIONS
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Top 4,047

in Total Papers Citations

132

Scholarly Papers (15)

1.

Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount

Journal of Finance, Vol. 63, 2008
Number of pages: 54 Posted: 03 Aug 2003 Last Revised: 26 Jun 2008
Kalok Chan, Albert J. Menkveld and Zhishu Yang
CUHK Business School, VU Amsterdam and Tsinghua University - School of Economics & Management
Downloads 890 (25,294)
Citation 60

Abstract:

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2.

Effects of Short-Sale Constraints on Stock Prices and Trading Activity: Evidence from Hong Kong and Mainland China

Number of pages: 42 Posted: 16 Mar 2010 Last Revised: 02 Apr 2010
Kalok Chan, Hung Wan Kot and Zhishu Yang
CUHK Business School, University of Macau - Department of Finance and Business Economics and Tsinghua University - School of Economics & Management
Downloads 618 (41,630)
Citation 10

Abstract:

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Short-sale constraints, overvaluation, trading activity, Hong Kong market, China A-share market

3.

The Impact of Incentives and Communication Costs on Information Production and Use: Evidence from Bank Lending

Journal of Finance, Volume 70, Issue 4, pages 1457–1493, August 2015
Number of pages: 49 Posted: 28 Aug 2012 Last Revised: 30 Jul 2015
Jun Qian, Philip E. Strahan and Zhishu Yang
Fanhai International School of Finance, Fudan University, Boston College - Department of Finance and Tsinghua University - School of Economics & Management
Downloads 552 (48,234)
Citation 33

Abstract:

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Bank loan, interest rate, default, incentive, communication cost

4.

The Informativeness of Domestic and Foreign Investors' Stock Trades: Evidence from the Perfectly Segmented Chinese Market

Journal of Financial Markets, Vol. 10, No. 4, 2007
Number of pages: 36 Posted: 06 Aug 2003 Last Revised: 14 Jun 2008
Kalok Chan, Albert J. Menkveld and Zhishu Yang
CUHK Business School, VU Amsterdam and Tsinghua University - School of Economics & Management
Downloads 543 (49,224)
Citation 30

Abstract:

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5.

Bank Loans with Chinese Characteristics: Some Evidence on Inside Debt in a State-Controlled Banking System

Journal of Financial and Quantitative Analysis (JFQA), Vol 46, No. 6, 2011
Number of pages: 64 Posted: 19 Sep 2008 Last Revised: 01 Sep 2012
Warren Bailey, Wei Huang and Zhishu Yang
Cornell University, University of Hawaii at Manoa - Shidler College of Business and Tsinghua University - School of Economics & Management
Downloads 521 (51,880)
Citation 37

Abstract:

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bank loans, state ownership, China

6.

Determinants of Disposition and Reverse Disposition Effects

Number of pages: 35 Posted: 27 Mar 2009
Andreas Krause, K.C. John Wei and Zhishu Yang
University of Bath - Department of Economics, Hong Kong Polytechnic University and Tsinghua University - School of Economics & Management
Downloads 256 (117,774)
Citation 2

Abstract:

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Behavioral bias, Disposition effect, Investor characteristics

7.

Tunneling or Propping: Evidence from Connected Transactions in China

Journal of Corporate Finance, Vol. 17, 2011
Number of pages: 56 Posted: 19 Mar 2008 Last Revised: 27 Jan 2011
Qian Peng, K.C. John Wei and Zhishu Yang
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Hong Kong Polytechnic University and Tsinghua University - School of Economics & Management
Downloads 247 (122,164)
Citation 41

Abstract:

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Connected transactions, Tunneling, Propping, Chinese listed firms

8.

Informed Trading Volume and Asset Prices: The Role for Intensive Traders

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 69 Posted: 06 May 2016 Last Revised: 12 Apr 2019
Christian T. Lundblad, Zhishu Yang and Qi Zhang
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Durham University
Downloads 246 (122,679)

Abstract:

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Informed trading volume, aggressive investor, geographic location, asset pricing

9.

Evidence About Bubble Mechanisms: Precipitating Event, Feedback Trading, and Social Contagion

7th Miami Behavioral Finance Conference 2016
Number of pages: 56 Posted: 23 Aug 2016 Last Revised: 08 Nov 2017
Neil D. Pearson, Zhishu Yang and Qi Zhang
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Durham University
Downloads 226 (133,533)
Citation 3

Abstract:

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Speculative bubble, feedback loop, precipitating event, feedback trading, social contagion

10.

Why Investors do not Buy Cheaper Securities? Evidence from a Natural Experiment

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 18 Mar 2010 Last Revised: 08 Feb 2019
Kalok Chan, Baolian Wang and Zhishu Yang
CUHK Business School, University of Florida - Department of Finance, Insurance and Real Estate and Tsinghua University - School of Economics & Management
Downloads 225 (134,105)
Citation 1

Abstract:

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A/B share prices, portfolio inertia, trading experience, trading performance

11.

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 200 (149,882)

Abstract:

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

12.

Chinese and World Equity Markets: A Review of the Volatilities and Correlations in the First Fifteen Years

China Economic Review, Vol. 20, No. 1, 2009
Number of pages: 39 Posted: 01 Nov 2008 Last Revised: 13 Mar 2009
Kuan-Pin Lin, Albert J. Menkveld and Zhishu Yang
affiliation not provided to SSRN, VU Amsterdam and Tsinghua University - School of Economics & Management
Downloads 134 (211,499)
Citation 3

Abstract:

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China; World Equity Markets, Dynamic Conditional Correlation

13.

How Prior Realized Outcomes Affect Portfolio Decisions

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 36 Posted: 22 Feb 2013 Last Revised: 25 Feb 2013
Newcastle University Business School, Hull University Business School (HUBS), University of Leeds - Division of Accounting and Finance, Tsinghua University - School of Economics & Management and Independent
Downloads 90 (280,281)
Citation 1

Abstract:

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prior realized outcomes, stock characteristics, portfolio composition

14.

In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risk in China

Number of pages: 67 Posted: 18 Jun 2019
Viral V. Acharya, Jun Qian, Yang Su and Zhishu Yang
New York University - Leonard N. Stern School of Business, Fanhai International School of Finance, Fudan University, University of Chicago Booth School of Business and Tsinghua University - School of Economics & Management
Downloads 35 (443,511)
Citation 1

Abstract:

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Shadow banking, Wealth Management Product, loan-to-deposit ratio, rollover risk, SHIBOR

15.

The Dual Role of the Government: Securities Market Regulation in China 1980-2007

Journal of Financial Regulation and Compliance
Posted: 17 Mar 2009 Last Revised: 15 Jul 2010
Jingyun Ma, Fengming Song and Zhishu Yang
Tsinghua University - School of Economics & Management, Tsinghua University - School of Economics & Management and Tsinghua University - School of Economics & Management

Abstract:

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Securities market regulation, institutional change, China's securities market, government-controlled