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Information diversity and complementarities in trading and information acquisition

Goldstein, Itay; Yang, Liyan - In: The journal of finance : the journal of the American … 70 (2015) 4, pp. 1723-1765

Persistent link: https://www.econbiz.de/10011449101

Information Diversity and Complementarities in Trading and Information Acquisition

Goldstein, Itay - 2016

We analyze a model where different traders are informed of different fundamentals that affect the security value. We identify a source for strategic complementarities in trading and information acquisition: The aggressive trading on information about one fundamental reduces the uncertainty in...

Persistent link: https://www.econbiz.de/10013008552

Testing conditional factor models : a nonparametric approach

Li, Yan; Yang, Liyan - In: Journal of empirical finance 18 (2011) 5, pp. 972-992

Persistent link: https://www.econbiz.de/10009492521

Investor sentiment, disagreement, and the breadth–return relationship

Cen, Ling; Lu, Hai; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1076-1091

Persistent link: https://www.econbiz.de/10009751210

Asset-pricing implications of dividend volatility

Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055

Persistent link: https://www.econbiz.de/10010194838

Skill acquisition and information sales

Huang, Shiyang; Xiong, Yan; Yang, Liyan - 2017

Persistent link: https://www.econbiz.de/10011721542

Skill acquisition and fnformation sales

Huang, Shiyang; Xiong, Yan; Yang, Liyan - 2017

Persistent link: https://www.econbiz.de/10011646294

Disagreement, underreaction, and stock returns

Cen, Ling; Wei, K. C. John; Yang, Liyan - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1214-1231

Persistent link: https://www.econbiz.de/10011672898

A labor-market approach to understanding information sharing among banks : discussions on "A tale of two markets: Labor market mobility and bank information sharing"

Shi, Ying; Yang, Liyan - In: Journal of economic dynamics & control 141 (2022), pp. 1-2

Persistent link: https://www.econbiz.de/10013465425