Ying Duan

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #10,313 of 10,518 by trust here, #6,960 by citations
• Accounting — 20 citations into it; #8,786 of 8,970 by trust here, #6,779 by citations

Whom Ying Duan trusts overall

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

1. Y. Amihud
2. Turan G. Bali
3. Nusret Cakici
4. Jeffrey Pontiff
5. Eugene F. Fama
6. R. D. McLean

Who trusts Ying Duan overall

1. R. D. McLean

Papers from Ying Duan's perspective

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

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Idiosyncratic Volatility and the Cross Section of Expected Returns (Journal of Financial and Quantitative Analysis)
3. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
4. Securities lending, shorting, and pricing
5. The Cross‐Section of Expected Stock Returns
6. Asset Prices and Trading Volume under Fixed Transactions Costs (Journal of Political Economy)
7. Predicting Returns with Financial Ratios
8. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
9. Individual Equity Return Data from Thomson Datastream: Handle with Care!
10. Idiosyncratic Risk Matters

Their papers

• Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers (2010) — 118 citations