What do mutual fund investors really care about? I Ben-David, J Li, A Rossi, Y Song The Review of Financial Studies 35 (4), 1723-1774, 2022 | 260 | 2022 |
Funding value adjustments L Andersen, D Duffie, Y Song The Journal of Finance 74 (1), 145-192, 2019 | 226 | 2019 |
The mismatch between mutual fund scale and skill Y Song The Journal of Finance 75 (5), 2555-2589, 2020 | 94 | 2020 |
Ratings-driven demand and systematic price fluctuations I Ben-David, J Li, A Rossi, Y Song The Review of Financial Studies 35 (6), 2790-2838, 2022 | 82* | 2022 |
Obfuscation in Mutual Funds E deHaan, Y Song, C Xie, C Zhu Forthcoming, Journal of Accounting and Economics, 2021 | 61* | 2021 |
Noise Trading and Asset Pricing Factors S Huang, Y Song, H Xiang Forthcoming, Management Science, 2024 | 35* | 2024 |
The smart beta mirage S Huang, Y Song, H Xiang Journal of Financial and Quantitative Analysis, 1-32, 2020 | 35 | 2020 |
A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle S Huang, C Lee, Y Song, H Xiang Forthcoming, Journal of Financial Economics, 2021 | 30 | 2021 |
Dealer funding costs: Implications for the term structure of dividend risk premia Y Song SSRN, 2017 | 27 | 2017 |
Index providers: Whales behind the scenes of etfs Y An, M Benetton, Y Song Journal of Financial Economics 149 (3), 407-433, 2023 | 20* | 2023 |
Discontinued Positive Feedback Trading and the Decline of Return Predictability I Ben-David, J Li, A Rossi, Y Song Journal of Financial and Quantitative Analysis, 2023 | 14* | 2023 |
The term structure of liquidity premium W Li, Y Song USC Marshall School of Business Research Paper, 2019 | 13* | 2019 |
The Making of an Alert Depositor: How Payment and Interest Drive Deposit Dynamics X Lu, Y Song, Y Zeng Available at SSRN 4699426, 2024 | 6 | 2024 |
Remeasuring Scale in Active Management S Huang, X Lu, Y Song, H Xiang Available at SSRN, 2023 | | 2023 |