Jialin Yu

发表

Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan

Jialin Yu, 2007 .

The Chinese Warrants Bubble

Wei Xiong, Jialin Yu, Wei Xiong, 2009 .

Saddlepoint Approximations for Continuous-Time Markov Processes ∗

Yacine Aït-Sahalia, Jialin Yu, 2006 .

On Money as a Substitute for Perfect Recall

Jialin Yu, Ted Temzelides, 2001 .

Sell-side analyst benchmarks

Kent L. Womack, Leonardo Madureira, Roni Michaely, 2020 .

Disagreement and Return Predictability of Stock Portfolios

Jialin Yu, 2010 .

Commonality in Disagreement and Asset Pricing

Jialin Yu, 2008 .

Top-down or Bottom-up : Commonality in Disagreement and Asset Pricing

Jialin Yu, 2007 .

ONMONEYAS ASUBSTITUTEFOR PERFECT RECALL

Jialin Yu, Ted Temzelides, 2000 .

A Glass half full: Contrarian trading in the flash crash 1

Jialin Yu, 2011 .

Option Value of Cash

Jialin Yu, 2009 .

Gone Fishin': Seasonality in Trading Activity and Asset Prices

Jialin Yu, Harrison G. Hong, Jialin Yu, 2007 .

Simple Forecasts and Paradigm Shifts Harrison Hong

J. Stein, Harrison G. Hong, Jialin Yu, 2005 .

Technological Innovations and Aggregate Risk Premiums†

Ronald J. Balvers, G. Bekaert, John Y. Campbell, 2009 .

Month-End Reporting, Cash-Flow News, and Asset Pricing

Jialin Yu, C. Hong, 2020 .

Firms as buyers of last resort

Jiang Wang, Harrison G. Hong, Jialin Yu, 2008 .

Inflation Bets on the Long Bond

Harrison G. Hong, Jialin Yu, D. Sraer, 2016 .

High Frequency Market Microstructure Noise Estimates and Liquidity Measures

Jialin Yu, Yacine Ait-Sahalia, Yacine Ait-Sahalia, 2008, 0906.1444.

Firms as Buyers of Last Resort: Financing Constraints, Stock Returns and Liquidity

Jiang Wang, Harrison G. Hong, Jialin Yu, 2005 .