Publications by Hongjun Yan

Forthcoming
Collateral-motivated Financial Innovation
J. Shen, H. Yan, and J. Zhang
Review of Financial Studies
Type: Article
Forthcoming
Uncertainty and Valuations
M. Cremers and H. Yan
Critical Finance Review
Type: Article
Forthcoming
2013
Anticipated and Repeated Shocks in Liquid Markets
D. Lou, H. Yan and J. Zhang
Review of Financial Studies
Type: Article
2013
Informed Trading and the Cost of Capital
J. Choi, L. Jin and H. Yan
Type: Working Paper
2013
A Model of Anomaly Discovery
B. Sun, Q.Liu, L.Lu and H. Yan
Type: Working Paper
2013
A Search Model of Aggregate Demand for Liquidity and Safety
J. Shen and H. Yan
Type: Working Paper
2013
2012
Financial Innovation, Investor Behavior, and Arbitrage: Implications from Levered ETFs
H. Yan & W. Jiang
Type: Working Paper
2012
Reputation Concerns and Slow-Moving Capital
S. Malliaris and H. Yan
Type: Working Paper
2012
2010
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
S. Basak and H. Yan
The Review of Economic Studies
Type: Article
2010
Heterogeneous Expectations and Bond Markets
W. Xiong and H. Yan
Review of Financial Studies
Type: Article
2010
Is noise trading cancelled out by aggregation?
H. Yan
Management Science
Type: Article
2010
Reputation Concerns and Slow-Moving Capital
H. Yan & S. Malliaris
Type: Working Paper
2010
What Does Stock Ownership Breadth Measure?
J. J. Choi, L. Jin and H. Yan
Review of Finance
Type: Article
2010
2008
Natural selection in financial markets: Does it work?
H. Yan
Management Science
Type: Article
2008