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Jialin Yu
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Year
The Chinese Warrants Bubble
JY Wei Xiong
American Economic Review 101, 2723-2753, 2011
3472011
Gone fishin’: Seasonality in trading activity and asset prices
H Hong, J Yu
Journal of Financial Markets 12 (4), 672-702, 2009
2442009
Disagreement and return predictability of stock portfolios
J Yu
Journal of Financial Economics 99 (1), 162-183, 2011
2412011
Simple forecasts and paradigm shifts
H Hong, JC Stein, J Yu
The Journal of Finance 62 (3), 1207-1242, 2007
2142007
High frequency market microstructure noise estimates and liquidity measures
Y Ait-Sahalia, J Yu
National Bureau of Economic Research, 2008
2052008
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
J Yu
Journal of Econometrics 141 (2), 1245-1280, 2007
1382007
Saddlepoint approximations for continuous-time Markov processes
Y Aı, J Yu
Journal of Econometrics 134 (2), 507-551, 2006
1112006
Firms as buyers of last resort
H Hong, J Wang, J Yu
Journal of Financial Economics 88 (1), 119-145, 2008
952008
Inflation bets on the long bond
H Hong, D Sraer, J Yu
The Review of Financial Studies 30 (3), 900-947, 2017
312017
LACK‐OF‐RECALL AND CENTRALIZED MONETARY TRADE
T Temzelides, J Yu
International Economic Review 45 (4), 1221-1227, 2004
102004
Reaching for maturity
H Hong, D Sraer, J Yu
Discussion paper, Princeton University, 2013
72013
Cross-stock momentum and factor momentum
J Yan, J Yu
Journal of Financial Economics 150 (2), 103716, 2023
42023
How to Dominate the Historical Average?
K Li, Y Li, J Yu
HKUST Business School Research Paper, 2022
2022
Month-End Reporting, Cash-Flow News, and Asset Pricing
CY Hong, J Yu
Cash-Flow News, and Asset Pricing (September 1, 2020), 2020
2020
Are the Equity Premium and the Value Premium Expected? Evidence from the Calendar of Cash-Flow News
CY Hong, J Yu
28th Australasian Finance and Banking Conference, 2015
2015
Discussion of “The Impact of Policy Initiatives on Credit Spreads during the 2007–09 Financial Crisis”
J Yu
International Journal of Central Banking, 2013
2013
Comment on ‘China's Exchange Rate Regime: The Long and Short of It’ (by Barry Eichengreen)
J Yu
China’s Financial Transition at a Crossroads, 2007
2007
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Articles 1–17