Lei Yu

Finance · with Boehmer · 2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Lei Yu trusts overall

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

  1. Jiang Wang

Who trusts Lei Yu overall

  1. Ekkehart Boehmer
  2. Terrence Hendershott

Papers from Lei Yu's perspective

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

  1. Liquidity Beyond the Inside Spread: Measuring and Using Information in the Limit Order Book
  2. Dynamic Volume-Return Relation of Individual Stocks
  3. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  4. Trading and Returns under Periodic Market Closures
  5. Trading Volume and Serial Correlation in Stock Returns
  6. Price Momentum and Trading Volume
  7. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  8. A Model of Intertemporal Asset Prices Under Asymmetric Information
  9. Overconfidence and Speculative Bubbles (Journal of Political Economy)
  10. The investment behavior and performance of various investor types: a study of Finland's unique data set

Their papers