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Financialization and commodity markets serial dependence

Da, Zhi; Tang, Ke; Tao, Yubo; Yang, Liyan - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2122-2143

Persistent link: https://www.econbiz.de/10014519909

Loss aversion, survival and asset prices

Easley, David; Yang, Liyan - In: Journal of economic theory 160 (2015), pp. 494-516

Persistent link: https://www.econbiz.de/10011549545

Back-running : seeking and hiding fundamental information in order flows

Yang, Liyan; Zhu, Haoxiang - In: The review of financial studies 33 (2020) 4, pp. 1484-1533

Persistent link: https://www.econbiz.de/10012198390

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

Prospect theory, the disposition effect, and asset prices

Li, Yan; Yang, Liyan - In: Journal of financial economics 107 (2013) 3, pp. 715-739

Persistent link: https://www.econbiz.de/10009730583

Secret and overt information acquisition in financial markets

Xiong, Yan; Yang, Liyan - In: The review of financial studies 36 (2023) 9, pp. 3643-3692

Persistent link: https://www.econbiz.de/10014331553

Strategic trading when central bank intervention is predictable

Yang, Liyan; Zhu, Haoxiang - In: Review of asset pricing studies : RAPS 11 (2021) 4, pp. 735-761

Persistent link: https://www.econbiz.de/10012694392

Costly interpretation of asset prices

Mondria, Jordi; Vives, Xavier; Yang, Liyan - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 52-74

Persistent link: https://www.econbiz.de/10012821032

Asset pricing with heterogeneous beliefs and relative performance

Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119

Persistent link: https://www.econbiz.de/10010244893

Disagreement, Underreaction, and Stock Returns

Cen, Ling - 2017

We explore analysts' earnings forecast data to improve upon one popular disagreement measure — the analyst forecast dispersion measure — proposed by Diether, Malloy, and Scherbina (2002). Our analysis suggests that changes in the standard deviations of forecasted earnings can work as a...

Persistent link: https://www.econbiz.de/10012974829