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Partnership dissolution and proprietary information

Li, Jianpei; Xue, Yi; Wu, Wei-xing - In: Social choice and welfare 40 (2013) 2, pp. 495-527

Persistent link: https://www.econbiz.de/10009696103

Partnership dissolution and proprietary information

Li, Jianpei; Xue, Yi; Wu, Weixing - In: Social Choice and Welfare 40 (2013) 2, pp. 495-527

This article analyzes simple rules for dissolving a common value partnership in which one partner holds proprietary information. The winner’s bid auction and the loser’s bid auction are payoff equivalent and both favor the informed partner. If it is verifiable which partner is informed, the...

Persistent link: https://www.econbiz.de/10010998877

Economic links and credit spreads

Gençay, Ramazan; Signori, Daniele; Xue, Yi; Yu, Xiao; … - In: Journal of banking & finance 55 (2015), pp. 157-169

Persistent link: https://www.econbiz.de/10011378552

Is it Brownian or fractional Brownian motion?

Li, Meiyu; Gençay, Ramazan; Xue, Yi - In: Economics letters 145 (2016), pp. 52-55

Persistent link: https://www.econbiz.de/10011618176

Bipower variation with jumps and correlated returns

Duan, Yunpeng; Xue, Yi - In: Economics letters 125 (2014) 3, pp. 367-371

Persistent link: https://www.econbiz.de/10010506017

Contagion in a network of heterogeneous banks

Gençay, Ramazan; Pang, Hao; Tseng, Michael C.; Xue, Yi - In: Journal of banking & finance 111 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012221100

Trading mechanisms and market quality : limit-order books versus dealership markets

Xing, Xiaochuan; Xue, Yi - In: Economics letters 154 (2017), pp. 35-44

Persistent link: https://www.econbiz.de/10011810715

Trading frequency and volatility clustering

Xue, Yi; Gençay, Ramazan - In: Journal of banking & finance 36 (2012) 3, pp. 760-773

Persistent link: https://www.econbiz.de/10009540486

Hierarchical information and the rate of information diffusion

Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401

Persistent link: https://www.econbiz.de/10009655665

Short selling, managerial alignment and corporate misconduct

Yang, Jiefei; Xue, Yi; Liu, Yitong - In: Pacific-Basin finance journal 77 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014463609

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