Shu Yan

Finance · 2004–2011

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Shu Yan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. R. C. Merton
  3. Narasimhan Jegadeesh
  4. Eugene F. Fama
  5. Mikhail Chernov
  6. David S. Bates
  7. Bjørn Eraker
  8. Robert J. Barro
  9. Yacine Aït-Sahalia
  10. Patrick J. Dennis

Who trusts Shu Yan overall

  1. Jeffrey L. Callen
  2. Xiaohua Fang
  3. Wei Zhu
  4. Jeong‐Bon Kim
  5. John Y. Campbell
  6. Rossen Valkanov
  7. Aubrey Hurn
  8. Tim Bollerslev
  9. Rashid Zaman
  10. Chansog Kim

Papers from Shu Yan's perspective

Ordered by how strongly the researchers Shu Yan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. Expected Option Returns
  4. The Impact of Jumps in Volatility and Returns
  5. Conflict Theory, Economic Conditions, and Homicide
  6. Option Valuation under Stochastic Volatility
  7. Confidence intervals for autoregressive coefficients near one
  8. The Pricing of Options and Corporate Liabilities
  9. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  10. Post-'87 crash fears in the S&P 500 futures option market

Their papers