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1
Jump risk, stock returns, and slope of implied volatility smile
Yan, Shu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
Saved in:
2
Keynes's philosophy in China : assessing the four-trillion-yuan economic stimulus package
Shu, Yan
- In:
China's new deal : economic development under …
,
(pp. 29-34)
.
2011
Persistent link: https://www.econbiz.de/10009267705
Saved in:
3
Newsvendor problems with demand forecast updating and supply constraints
Zheng, Meimei
;
Wu, Kan
;
Shu, Yan
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011441338
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4
On optimal emergency orders with updated demand forecast and limited supply
Zheng, Meimei
;
Yan, Shu
;
Wu, Kan
- In:
International journal of production research
53
(
2015
)
12
,
pp. 3692-3719
Persistent link: https://www.econbiz.de/10011341838
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5
CEO incentive compensation and stock liquidity
Feng, Hongrui
;
Yan, Shu
- In:
Review of quantitative finance and accounting
53
(
2019
)
4
,
pp. 1069-1098
Persistent link: https://www.econbiz.de/10012234483
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6
Portfolio selection with mental accounts : an equilibrium model with endogenous risk aversion
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225005
Saved in:
7
Portfolio selection with mental accounts and estimation risk
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of empirical finance
41
(
2017
),
pp. 161-186
Persistent link: https://www.econbiz.de/10011746971
Saved in:
8
On regulatory responses to the recent crisis : an assessment of the Basel market risk framework and the Volcker Rule
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Financial markets, institutions & instruments
24
(
2015
)
2/3
,
pp. 87-125
Persistent link: https://www.econbiz.de/10011316632
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9
Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
-
2004
Persistent link: https://www.econbiz.de/10002485074
Saved in:
10
On predicting stock returns with nearly integrated explanatory variables
Torous, Walter N.
;
Valkanov, Rossen I.
;
Yan, Shu
- In:
The journal of business : B
77
(
2004
)
4
,
pp. 937-966
Persistent link: https://www.econbiz.de/10002618433
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