Yan He

Finance · with Li · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yan He trusts overall

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

  1. Hirotugu Akaike
  2. Eugene F. Fama

Papers from Yan He's perspective

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

  1. The Cross‐Section of Expected Stock Returns
  2. Information and the Cost of Capital
  3. Common risk factors in the returns on stocks and bonds
  4. Measuring Treasury Market Liquidity
  5. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
  6. Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation
  7. Fitting autoregressive models for prediction
  8. The cross-section of expected corporate bond returns: Betas or characteristics?
  9. How Stock Splits Affect Trading: A Microstructure Approach (Journal of Financial and Quantitative Analysis)
  10. Order Imbalance, Liquidity, and Market Returns

Their papers