Shu Yan
Names
Identifer
Contact
Affiliations
-
Oklahoma State University
/ Spears School of Business
/ Department of Finance
Research profile
author of:
- CEO incentive compensation and stock price momentum (RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028)
by Jian Wang & Yanhuang Huang & Hongrui Feng & Xingjian Li & Shu Yan - An explanation of the forward premium ‘puzzle’ (RePEc:bla:eufman:v:6:y:2000:i:2:p:121-148)
by Richard Roll & Shu Yan - Transactions Costs in the Foreign Exchange Market (RePEc:cdl:anderf:qt4qw3p6rp)
by Aliber, Robert Z. & Chowdhry, Bhagwan & Yan, Shu - Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options (RePEc:cdl:anderf:qt5dv8v999)
by Santa-Clara, Pedro & Yan, Shu - Relative Pricing of Options with Stochastic Volatility (RePEc:cdl:anderf:qt7jp8f42t)
by Ledoit, Olivier & Santa-Clara, Pedro & Yan, Shu - Predictive Regressions Revisited (RePEc:cdl:anderf:qt7w92x2ch)
by Torous, Walter & Yan, Shu - Dispersion in analysts’ target prices and stock returns (RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100022x)
by Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng - Portfolio selection with mental accounts and estimation risk (RePEc:eee:empfin:v:41:y:2017:i:c:p:161-186)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies (RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956)
by Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng - Higher moments, extreme returns, and cross–section of cryptocurrency returns (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303135)
by Jia, Yuecheng & Liu, Yuzheng & Yan, Shu - Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion (RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619301669)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - Mean-variance portfolio selection with `at-risk' constraints and discrete distributions (RePEc:eee:jbfina:v:31:y:2007:i:12:p:3761-3781)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - Linear-quadratic term structure models - Toward the understanding of jumps in interest rates (RePEc:eee:jbfina:v:33:y:2009:i:3:p:473-485)
by Jiang, George & Yan, Shu - When more is less: Using multiple constraints to reduce tail risk (RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - A comparison of the original and revised Basel market risk frameworks for regulating bank capital (RePEc:eee:jeborg:v:85:y:2013:i:c:p:249-268)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - Jump risk, stock returns, and slope of implied volatility smile (RePEc:eee:jfinec:v:99:y:2011:i:1:p:216-233)
by Yan, Shu - Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule (RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001418)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books (RePEc:eee:jimfin:v:43:y:2014:i:c:p:107-130)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility (RePEc:kap:eurfin:v:7:y:2003:i:3:p:481-510)
by Robert Z. Aliber & Bhagwan Chowdhry & Shu Yan - CEO incentive compensation and stock liquidity (RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0775-9)
by Hongrui Feng & Shu Yan - Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options (RePEc:nbr:nberwo:10912)
by Pedro Santa-Clara & Shu Yan - Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility (RePEc:oup:revfin:v:7:y:2003:i:3:p:481-510.)
by Robert Z. Aliber & Bhagwan Chowdhry & Shu Yan - Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options (RePEc:tpr:restat:v:92:y:2010:i:2:p:435-451)
by Pedro Santa-Clara & Shu Yan - On Predicting Stock Returns with Nearly Integrated Explanatory Variables (RePEc:ucp:jnlbus:v:77:y:2004:i:4:p:937-966)
by Walter Torous & Rossen Valkanov & Shu Yan - Reducing estimation risk in optimal portfolio selection when short sales are allowed (RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305)
by Gordon J. Alexander & Alexandre M. Baptista & Shu Yan - Bank regulation and stability: An examination of the Basel market risk framework (RePEc:zbw:bubdps:092012)
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu