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Hongjun Yan

Personal Details

First Name:Hongjun
Middle Name:
Last Name:Yan
Suffix:
RePEc Short-ID:pya276
[This author has chosen not to make the email address public]
https://sites.google.com/site/hongjunyanhomepage/
1 East Jackson Boulevard, Chicago, IL

Affiliation

Department of Finance
Graduate School of Business
DePaul University

Chicago, Illinois (United States)
https://business.depaul.edu/academics/finance-and-real-estate/
RePEc:edi:dfdepus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hanming Fang & Zhe Li & Nianhang Xu & Hongjun Yan, 2018. "In the Shadows of the Government: Relationship Building During Political Turnovers," NBER Working Papers 25300, National Bureau of Economic Research, Inc.
  2. Ji Shen & Bin Wei & Hongjun Yan, 2018. "Financial Intermediation Chains in an OTC Market," FRB Atlanta Working Paper 2018-15, Federal Reserve Bank of Atlanta.
  3. Qi Liu & Lei Lu & Bo Sun & Hongjun Yan, 2015. "A Model of Anomaly Discovery," International Finance Discussion Papers 1128, Board of Governors of the Federal Reserve System (U.S.).
  4. James J. Choi & Li Jin & Hongjun Yan, 2013. "Informed Trading and Expected Returns," NBER Working Papers 18680, National Bureau of Economic Research, Inc.
  5. Jinfan Zhang & Hongjun Yan & Dong Lou, 2011. "Anticipated and Repeated Shocks in Liquid Markets," 2011 Meeting Papers 1446, Society for Economic Dynamics.
  6. James J. Choi & Li Jin & Hongjun Yan, 2010. "What Does Stock Ownership Breadth Measure?," NBER Working Papers 16591, National Bureau of Economic Research, Inc.
  7. Martijn Cremers & Hongjun Yan, 2009. "Uncertainty and Valuations," Yale School of Management Working Papers amz2383, Yale School of Management, revised 01 May 2009.
  8. Basak, Suleyman & Yan, Hongjun, 2009. "Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion," CEPR Discussion Papers 7398, C.E.P.R. Discussion Papers.
  9. Panos Patatoukas & Hongjun Yan, 2009. "The Impact of Earnings Surprises on Stock Returns: Theory and Evidence," Yale School of Management Working Papers amz2517, Yale School of Management.
  10. Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does it Work?," Yale School of Management Working Papers amz2648, Yale School of Management, revised 01 May 2008.
  11. Steven Malliaris & Hongjun Yan, 2008. "Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices," Yale School of Management Working Papers amz2380, Yale School of Management, revised 01 Mar 2009.
  12. Hongjun Yan, 2008. "Is Noise Trading Cancelled Out by Aggregation?," Yale School of Management Working Papers amz2604, Yale School of Management, revised 01 Jan 2009.
  13. Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.

Articles

  1. Yaqing Xiao & Hongjun Yan & Jinfan Zhang, 2022. "A Global Version of Samuelson's Dictum," American Economic Review: Insights, American Economic Association, vol. 4(2), pages 239-254, June.
  2. Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021. "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, vol. 139(2), pages 545-560.
  3. Steven Malliaris & Hongjun Yan, 2021. "Reputation Concerns and Slow-Moving Capital," The Review of Asset Pricing Studies, Oxford University Press, vol. 11(3), pages 580-609.
  4. Li Liao & Zhengwei Wang & Jia Xiang & Hongjun Yan & Jun Yang & LaurenCohen, 2021. "User Interface and Firsthand Experience in Retail Investing," Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4486-4523.
  5. Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021. "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, vol. 130(C).
  6. Gao, George P. & Lu, Xiaomeng & Song, Zhaogang & Yan, Hongjun, 2019. "Disagreement beta," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 96-113.
  7. Cremers, Martijn & Yan, Hongjun, 2016. "Uncertainty and Valuations," Critical Finance Review, now publishers, vol. 5(1), pages 85-128, May.
  8. Ji Shen & Hongjun Yan & Jinfan Zhang, 2014. "Collateral-Motivated Financial Innovation," Review of Financial Studies, Society for Financial Studies, vol. 27(10), pages 2961-2997.
  9. James J. Choi & Li Jin & Hongjun Yan, 2013. "What Does Stock Ownership Breadth Measure?," Review of Finance, European Finance Association, vol. 17(4), pages 1239-1278.
  10. Dong Lou & Hongjun Yan & Jinfan Zhang, 2013. "Anticipated and Repeated Shocks in Liquid Markets," Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1891-1912.
  11. Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
  12. Hongjun Yan, 2010. "Is Noise Trading Cancelled Out by Aggregation?," Management Science, INFORMS, vol. 56(7), pages 1047-1059, July.
  13. Suleyman Basak & Hongjun Yan, 2010. "Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion," Review of Economic Studies, Oxford University Press, vol. 77(3), pages 914-936.
  14. Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does It Work?," Management Science, INFORMS, vol. 54(11), pages 1935-1950, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Recursive Impact Factor

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (3) 2007-01-02 2016-11-20 2019-02-11
  2. NEP-CFN: Corporate Finance (2) 2016-11-20 2019-02-11
  3. NEP-CNA: China (1) 2018-12-24
  4. NEP-FMK: Financial Markets (1) 2012-04-10
  5. NEP-MON: Monetary Economics (1) 2009-11-27
  6. NEP-MST: Market Microstructure (1) 2010-12-18
  7. NEP-POL: Positive Political Economics (1) 2018-12-24
  8. NEP-RMG: Risk Management (1) 2015-05-09
  9. NEP-TRA: Transition Economics (1) 2018-12-24
  10. NEP-URE: Urban & Real Estate Economics (1) 2018-12-24

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