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The spillover effects of biofuel policy on participation in the conservation reserve program
Wu, Feng; Guan, Zhengfei; Yu, Fan; Myers, Robert J. - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1755-1770
Persistent link: https://www.econbiz.de/10009786076
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Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.; Yu, Fan - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
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Endogenous liquidity in credit derivatives
Qui, Jiaping; Yu, Fan - In: Journal of financial economics 103 (2012) 3, pp. 611-631
Persistent link: https://www.econbiz.de/10009521126
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Pricing credit default swaps with option-implied volatility
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Financial analysts' journal : FAJ 67 (2011) 4, pp. 67-76
Persistent link: https://www.econbiz.de/10009272131
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
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Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan - In: The review of financial studies 20 (2007) 3, pp. 769-811
Persistent link: https://www.econbiz.de/10003554634
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What is the value of knowing uninformed trades?
Yu, Fan - In: Economics letters 64 (1999) 1, pp. 87-98
Persistent link: https://www.econbiz.de/10006784896
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Does Common Ownership Affect Industry Output and Prices?
Karpavicius, Sigitas; Yu, Fan - 2023
This study examines the impact of common ownership on industry output and prices from 1997 to 2016. Common ownership is measured using a modified Herfindahl-Hirschman Index delta and industry ownership by the largest institutional shareholder. The findings indicate that common ownership has an...
Persistent link: https://www.econbiz.de/10014346434
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The impact of China's pilot carbon ETS on the labor income share : based on an empirical method of combining PSM with staggered DID
Xiao, De; Yu, Fan; Guo, Chenhao - In: Energy economics 124 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014479770
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The spillover effects of biofuel policy on participation in the conservation reserve program
Wu, Feng; Guan, Zhengfei; Yu, Fan; Myers, Robert J. - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1755-1770
Persistent link: https://www.econbiz.de/10010140306