YAN LI
YAN LI
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Title
Cited by
Cited by
Year
Prospect Theory, the Disposition Effect, and Asset Prices
Y Li, L Yang
Journal of Financial Economics 107 (3), 715-739, 0
175*
Predicting Market Returns Using Aggregate Implied Cost of Capital
Y Li, D Ng, B Swaminathan
Journal of Financial Economics 110 (2), 419-436, 0
170*
Speculation and Hedging in Segmented Markets
I Goldstein, Y Li, L Yang
Review of Financial Studies 27 (3), 881-922, 0
129*
Testing Conditional Factor Models: A Nonparametric Approach
Y Li, L Yang
Journal of Empirical Finance 18 (5), 972-992, 0
54*
The Asset-Pricing Implications of Dividend Volatility
Y Li, L Yang
Management Science 59 (9), 2036-2055, 0
15*
Predicting Time-varying Value Premium Using the Implied Cost of Capital
Y Li, D Ng, B Swaminathan
6*
A Combined Approach to the Test of Conditional Factor Models
Y Li, L Su, Y Xu
Journal of Business and Economic Statistics 33 (2), 203-220, 2015
3*2015
Differences of Opinion, Short-Sale Constraints, and Voluntary Disclosures
S Bhojraj, Y Li, H Yang
Working Paper, Cornell University, 2010
22010
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Articles 1–8