Yisong S. Tian

Finance · with Johnson · 2000–2007

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

Subfields

• Finance — 9 citations into it; #5,566 of 10,518 by trust here, #3,946 by citations
• Economics and Econometrics — 5 citations into it; #20,629 of 23,481 by trust here, #20,730 by citations

Whom Yisong S. Tian trusts overall

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

1. Peter P. Carr
2. David S. Bates

Who trusts Yisong S. Tian overall

1. Vicky Henderson
2. Jeffrey Pontiff
3. David Hobson *

Papers from Yisong S. Tian's perspective

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

1. Post-'87 crash fears in the S&P 500 futures option market
2. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
3. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
4. Altering the Terms of Executive Stock Options
5. The Investor Fear Gauge
6. A Theory for the Term Structure of Interest Rates
7. Expected Option Returns
8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
9. Empirical Pricing Kernels
10. Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)

Their papers

• Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts (2000) — 129 citations
• Extracting Model-Free Volatility from Option Prices (2007) — 131 citations
• Indexed Executive Stock Options (2000) — 154 citations
• The Value and Incentive Effects of Nontraditional Executive Stock Option Plans (2000) — 222 citations