| Prospect Theory, the Disposition Effect, and Asset Prices Y Li, L Yang Journal of Financial Economics 107 (3), 715-739, 0 | 229* | |
| Predicting Market Returns Using Aggregate Implied Cost of Capital Y Li, D Ng, B Swaminathan Journal of Financial Economics 110 (2), 419-436, 0 | 209* | |
| Speculation and Hedging in Segmented Markets I Goldstein, Y Li, L Yang Review of Financial Studies 27 (3), 881-922, 0 | 153* | |
| Testing Conditional Factor Models: A Nonparametric Approach Y Li, L Yang Journal of Empirical Finance 18 (5), 972-992, 0 | 56* | |
| The Asset-Pricing Implications of Dividend Volatility Y Li, L Yang Management Science 59 (9), 2036-2055, 0 | 16* | |
| Predicting Time-varying Value Premium Using the Implied Cost of Capital Y Li, D Ng, B Swaminathan | 9* | |
| 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 | 4* | 2015 |
| Differences of Opinion, Short-Sale Constraints, and Voluntary Disclosures S Bhojraj, Y Li, H Yang Working Paper, Cornell University, 2010 | 2 | 2010 |
David T NgProfessor of Finance, Dyson School , Cornell UniversityVerified email at cornell.edu
