Liyan Yang : Citation Profile

University of Toronto

14

H index

16

i10 index

672

Citations

RESEARCH PRODUCTION:

25

Articles

5

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 56
   Journals where Liyan Yang has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 9 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya643
   Updated: 2025-03-08    RAS profile: 2022-06-17    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Liyan Yang.

Is cited by:

Vives, Xavier (22)

Cespa, Giovanni (12)

Rahi, Rohit (10)

Wang, Gaowang (9)

Pereira, Ana Elisa (7)

Machado, Caio (7)

Hirshleifer, David (7)

Alfarano, Simone (7)

Manzano, Carolina (6)

Foucault, Thierry (6)

Su, Liangjun (5)

Cites to:

Stein, Jeremy (16)

Foucault, Thierry (15)

Xiong, Wei (13)

Yuan, Kathy (10)

French, Kenneth (10)

Subrahmanyam, Avanidhar (10)

Campbell, John (10)

Pavan, Alessandro (9)

Hong, Harrison (9)

Veldkamp, Laura (9)

Thaler, Richard (9)

Main data

Where Liyan Yang has published?

Journals with more than one article published# docs
Journal of Economic Theory4
The Review of Financial Studies3
Journal of Financial Economics3
Journal of Finance2

Working Papers Series with more than one paper published# docs
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Liyan Yang (2025 and 2024)

YearTitle of citing document
2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2024Ignorance Is Bliss: The Screening Effect of (Noisy) Information. (2023). Zhang, Gaoqing ; Wu, Yufeng ; Wang, Wenyu ; Feng, Felix Zhiyu. In: Papers. RePEc:arx:papers:2302.11128.

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2024High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985.

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2024Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders. (2024). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2403.08202.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2024Mean Field Game of High-Frequency Anticipatory Trading. (2024). Xu, Ziyi ; Wang, Meng ; Cheng, Xue. In: Papers. RePEc:arx:papers:2404.18200.

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2024.

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2024Disclosing to Informed Traders. (2024). Smith, Kevin ; Marinovic, Ivn ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1513-1578.

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2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect. (2024). Foucault, Thierry ; Dessaint, Olivier ; Fresard, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287.

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2024.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2024Information sharing in a perfectly competitive market. (2024). Lou, Youcheng ; Yang, Yaqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001389.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2024Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528.

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2024Strategic liquidity provision in high-frequency trading. (2024). Nishide, Katsumasa ; Hayashi, Takaki. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005.

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2024The effects of manager sentiment in financial disclosure: Perspectives of operational efficiency and market reaction. (2024). Shi, Yan ; Sun, Fangfang ; Xin, Jianxuan ; Wang, Chunlan ; Du, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004550.

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2024Information acquisition, market professional and discretionary liquidity trading. (2024). Yang, Qingshan ; Liu, Hong ; Ma, YU. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010699.

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2024Institutional herding and investor sentiment. (2024). Li, Shenru ; Zhang, Chengping ; Gu, Chen ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

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2024The role of options markets in corporate social responsibility. (2024). Lin, Tse-Chun ; Shen, Sichen. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000284.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Li, Duan ; Gao, Jianjun ; Yao, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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2024Disclosing and cooling-off: An analysis of insider trading rules. (2024). Yang, Liyan ; Deng, Jun ; Pan, Huifeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001363.

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2025Information sharing in financial markets. (2025). Xiong, Yan ; Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001909.

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2024Strategic complementarity in games. (2024). Vives, Xavier ; Vravosinos, Orestis. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000673.

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2024Politically induced uncertainty and asset-market valuation. (2024). Lewkowicz, Jacek ; Kurek, Przemysaw J ; Fakowski, Jan. In: European Journal of Political Economy. RePEc:eee:poleco:v:84:y:2024:i:c:s017626802300071x.

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2024Dynamic Information Regimes in Financial Markets. (2024). Shen, Yiwen ; Glasserman, Paul ; Mamaysky, Harry. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:9:p:6069-6092.

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2024Clarity of Central Bank Communication and the Social Value of Public Information. (2024). Lawler, Philip ; James, Jonathan G. In: Working Papers. RePEc:swn:wpaper:2024-03.

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2024Securities lending and information acquisition. (2024). Sturgess, Jason ; Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:287759.

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2024Traditional investment research and social networks: Evidence from Facebook connections. (2024). Limbach, Peter ; Kochling, Gerrit ; Dyer, Travis. In: CFR Working Papers. RePEc:zbw:cfrwps:294838.

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Works by Liyan Yang:

YearTitleTypeCited
2015Information Diversity and Complementarities in Trading and Information Acquisition In: Journal of Finance.
[Full Text][Citation analysis]		article84
2017Nonfundamental Speculation Revisited In: Journal of Finance.
[Full Text][Citation analysis]		article2
2017Costly Interpretation of Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article18
2011Testing conditional factor models: A nonparametric approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
2015Loss aversion, survival and asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article21
2016Public information and uninformed trading: Implications for market liquidity and price efficiency In: Journal of Economic Theory.
[Full Text][Citation analysis]		article46
2020Institutionalization, delegation, and asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
2021Disclosure, competition, and learning from asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article9
2013Prospect theory, the disposition effect, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article51
2017Employee bargaining power, inter-firm competition, and equity-based compensation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8
2019Good disclosure, bad disclosure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article56
2014Good Disclosure, Bad Disclosure.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2013Investor Sentiment, Disagreement, and the Breadth--Return Relationship In: Management Science.
[Full Text][Citation analysis]		article41
2013Social Networks, Information Acquisition, and Asset Prices In: Management Science.
[Full Text][Citation analysis]		article62
2013Asset-Pricing Implications of Dividend Volatility In: Management Science.
[Full Text][Citation analysis]		article7
2014Rational Information Leakage In: Management Science.
[Full Text][Citation analysis]		article13
2017Disagreement, Underreaction, and Stock Returns In: Management Science.
[Full Text][Citation analysis]		article12
2019Loss Aversion in Financial Markets In: The Journal of Mechanism and Institution Design.
[Full Text][Citation analysis]		article3
2017Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016 In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2021Strategic Trading When Central Bank Intervention Is Predictable In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article6
2014Speculation and Hedging in Segmented Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article42
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article23
2020Back-Running: Seeking and Hiding Fundamental Information in Order Flows In: The Review of Financial Studies.
[Full Text][Citation analysis]		article36
2010How are Income and Non-Income Factors Different in Promoting Happiness? An Answer to the Easterlin Paradox In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Information Diversity and Market Efficiency Spirals In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper2
2014Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper3
2009Theory of negative consumption externalities with applications to the economics of happiness In: Economic Theory.
[Full Text][Citation analysis]		article4
2009Complementarities, Multiplicity, and Supply Information In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article82
2018State‐Owned Enterprises, Competition, and Disclosure In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article1

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