14
H index
16
i10 index
672
Citations
University of Toronto | 14 H index 16 i10 index 672 Citations RESEARCH PRODUCTION: 25 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Economic Theory | 4 |
The Review of Financial Studies | 3 |
Journal of Financial Economics | 3 |
Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
2014 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document |
---|---|
2024 | Trade 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. Full description at Econpapers || Download paper |
2024 | Ignorance 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. Full description at Econpapers || Download paper |
2024 | High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985. Full description at Econpapers || Download paper |
2024 | Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders. (2024). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2403.08202. Full description at Econpapers || Download paper |
2024 | The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532. Full description at Econpapers || Download paper |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
2024 | Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757. Full description at Econpapers || Download paper |
2024 | Mean Field Game of High-Frequency Anticipatory Trading. (2024). Xu, Ziyi ; Wang, Meng ; Cheng, Xue. In: Papers. RePEc:arx:papers:2404.18200. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Disclosing 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Dynamics 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | Information 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. Full description at Econpapers || Download paper |
2024 | Mutual 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. Full description at Econpapers || Download paper |
2024 | Beyond 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. Full description at Econpapers || Download paper |
2024 | Intermediate 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. Full description at Econpapers || Download paper |
2024 | Strategic 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Information 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. Full description at Econpapers || Download paper |
2024 | Institutional 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | Unlocking 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. Full description at Econpapers || Download paper |
2024 | When 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. Full description at Econpapers || Download paper |
2024 | Siphoned 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. Full description at Econpapers || Download paper |
2024 | Disclosing 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. Full description at Econpapers || Download paper |
2025 | Information 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. Full description at Econpapers || Download paper |
2024 | Strategic complementarity in games. (2024). Vives, Xavier ; Vravosinos, Orestis. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000673. Full description at Econpapers || Download paper |
2024 | Politically 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Clarity 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. Full description at Econpapers || Download paper |
2024 | Securities lending and information acquisition. (2024). Sturgess, Jason ; Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:287759. Full description at Econpapers || Download paper |
2024 | Traditional investment research and social networks: Evidence from Facebook connections. (2024). Limbach, Peter ; Kochling, Gerrit ; Dyer, Travis. In: CFR Working Papers. RePEc:zbw:cfrwps:294838. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2015 | Information Diversity and Complementarities in Trading and Information Acquisition In: Journal of Finance. [Full Text][Citation analysis] | article | 84 |
2017 | Nonfundamental Speculation Revisited In: Journal of Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Costly Interpretation of Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 18 |
2011 | Testing conditional factor models: A nonparametric approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 21 |
2015 | Loss aversion, survival and asset prices In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 21 |
2016 | Public information and uninformed trading: Implications for market liquidity and price efficiency In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 46 |
2020 | Institutionalization, delegation, and asset prices In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
2021 | Disclosure, competition, and learning from asset prices In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 9 |
2013 | Prospect theory, the disposition effect, and asset prices In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 51 |
2017 | Employee bargaining power, inter-firm competition, and equity-based compensation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
2019 | Good disclosure, bad disclosure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 56 |
2014 | Good Disclosure, Bad Disclosure.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2013 | Investor Sentiment, Disagreement, and the Breadth--Return Relationship In: Management Science. [Full Text][Citation analysis] | article | 41 |
2013 | Social Networks, Information Acquisition, and Asset Prices In: Management Science. [Full Text][Citation analysis] | article | 62 |
2013 | Asset-Pricing Implications of Dividend Volatility In: Management Science. [Full Text][Citation analysis] | article | 7 |
2014 | Rational Information Leakage In: Management Science. [Full Text][Citation analysis] | article | 13 |
2017 | Disagreement, Underreaction, and Stock Returns In: Management Science. [Full Text][Citation analysis] | article | 12 |
2019 | Loss Aversion in Financial Markets In: The Journal of Mechanism and Institution Design. [Full Text][Citation analysis] | article | 3 |
2017 | Recap 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] | article | 0 |
2021 | Strategic Trading When Central Bank Intervention Is Predictable In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 6 |
2014 | Speculation and Hedging in Segmented Markets In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 42 |
2014 | Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 23 |
2020 | Back-Running: Seeking and Hiding Fundamental Information in Order Flows In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 36 |
2010 | How are Income and Non-Income Factors Different in Promoting Happiness? An Answer to the Easterlin Paradox In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Information Diversity and Market Efficiency Spirals In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Theory of negative consumption externalities with applications to the economics of happiness In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
2009 | Complementarities, Multiplicity, and Supply Information In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 82 |
2018 | State‐Owned Enterprises, Competition, and Disclosure In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team