Yihui Lan

The University of Western Australia

The University of Western Australia

35 Stirling Highway

Crawley, WA Western Australia 6009

AUSTRALIA

  • The University of Western Australia

SCHOLARLY PAPERS

7

DOWNLOADS

1,768

TOTAL CITATIONS

11

Scholarly Papers (7)

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1.

The Big Mac Index Two Decades on: An Evaluation of Burgernomics

Number of pages: 95 Posted: 09 Jan 2008 Last Revised: 15 Jul 2010
Kenneth W. Clements, Yihui Lan and Shi Pei Seah
The University of Western Australia - Faculty of Economics & Commerce, The University of Western Australia and affiliation not provided to SSRN
Downloads 839 (64,088)
Citation 9

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Burgernomics, Purchasing Power Parity, Currency Forecast

2.

Are Co-Skewness and Co-Kurtosis Factors Priced?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 38 Posted: 27 Aug 2011
Richard A. Heaney, Yihui Lan and Sirimon Treepongkaruna
University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads 417 (154,111)
Citation 1

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asset pricing, skewness, kurtosis, size, book-to-market, momentum

3.

A Stochastic Measure of International Competitiveness

Number of pages: 62 Posted: 27 Aug 2007
Kenneth W. Clements, H. Y. Izan and Yihui Lan
The University of Western Australia - Faculty of Economics & Commerce, University of Western Australia - UWA Business School and The University of Western Australia
Downloads 194 (341,415)
Citation 1

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Stochastic index numbers, real exchange rates, international competitiveness

4.

The ICP, PPP and Household Expenditure Patterns

Number of pages: 59 Posted: 03 Dec 2022
Kenneth W. Clements, Yihui Lan, Haiyan Liu and Long Vo
The University of Western Australia, The University of Western Australia, affiliation not provided to SSRN and Planning and Transport Research Centre
Downloads 113 (536,052)

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International Comparison Program, purchasing power parity, currency valuation, household expenditure patterns across countries

5.

The Cost of Financial Intermediation in Australia

Number of pages: 47 Posted: 28 Feb 2024
Indeewari Colombage, Dirk G. Baur and Yihui Lan
The University of Western Australia - UWA Business School, University of Western Australia - Business School and The University of Western Australia
Downloads 106 (562,336)

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cost of financial intermediation, consumer welfare, bank competition, financial technology, customer-owned banks

6.

Failed Regulation - Do Australians understand interest rate comparisons?

Number of pages: 54 Posted: 17 Dec 2024
Indeewari Colombage, Dirk G. Baur and Yihui Lan
The University of Western Australia - UWA Business School, University of Western Australia - Business School and The University of Western Australia
Downloads 57 (810,943)

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Comparison Rate, Consumer lending, Cost of Lending, Transparency in lending, Disclosure regulation

7.

Credit Rating Downgrades and Stock Price Crash Risk: An International Study

Number of pages: 19 Posted: 30 Mar 2023
Ha Nguyen, Yihui Lan, Sirimon Treepongkaruna and Rui Zhong
Hanoi University, The University of Western Australia, The University of Western Australia and The University of Western Australia - UWA Business School
Downloads 42 (934,763)

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Credit Rating downgrades, Stock price crash risk, Negative Information Hoarding, Information opacity

Other Papers (1)

Total Downloads: 0
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1.

Improving Accuracy and Precision of Value-at-Risk Forecasts

Posted: 27 Aug 2007
Yihui Lan, Ze Hu and Jackie Johnson
The University of Western Australia, The University of Western Australia and Johnson Research, Perth

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Value-at-Risk, delete-d Jackknife, conditional quantile, conditional volatility