Prospect Theory, the Disposition Effect, and Asset Prices Y Li, L Yang Journal of Financial Economics 107 (3), 715-739, 0 | 234* | |
Predicting Market Returns Using Aggregate Implied Cost of Capital Y Li, D Ng, B Swaminathan Journal of Financial Economics 110 (2), 419-436, 0 | 211* | |
Speculation and Hedging in Segmented Markets I Goldstein, Y Li, L Yang Review of Financial Studies 27 (3), 881-922, 0 | 155* | |
Testing Conditional Factor Models: A Nonparametric Approach Y Li, L Yang Journal of Empirical Finance 18 (5), 972-992, 0 | 60* | |
The Asset-Pricing Implications of Dividend Volatility Y Li, L Yang Management Science 59 (9), 2036-2055, 0 | 17* | |
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 | 5* | 2015 |
Differences of Opinion, Short-Sale Constraints, and Voluntary Disclosures S Bhojraj, Y Li, H Yang Working Paper, Cornell University, 2010 | 2 | 2010 |