Bingcheng Yan
Finance · 2010
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #7,363 of 10,518 by trust here, #9,027 by citations
- Economics and Econometrics — 7 citations into it; #15,984 of 23,481 by trust here, #20,730 by citations
Whom Bingcheng Yan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- J. Gonzalo
- F. Jong
- Bruce N. Lehmann
- Erik Theissen
- Richard T. Baillie
- R. Huang
- R. Mclean
- Thomas H. Mcinish
- G. Booth
- Terrence Hendershott
Who trusts Bingcheng Yan overall
Papers from Bingcheng Yan's perspective
Ordered by how strongly the researchers Bingcheng Yan trusts endorse each paper. Same corpus, a different order for every researcher.
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
- The Quality of ECN and Nasdaq Market Maker Quotes
- Some desiderata for the measurement of price discovery across markets
- Measures of Contributions to Price Discovery: A Comparison
- Price discovery and common factor models
- Price Discovery in Floor and Screen Trading Systems
- Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
- Island Goes Dark: Transparency, Fragmentation, and Regulation
- Intraday Price Formation in U.S. Equity Index Markets
- Issues in Assessing Trade Execution Costs
Their papers
- A Structural Analysis of Price Discovery Measures (2010) — 249 citations