Skewness persistence with optimal portfolio selection Q Sun, Y Yan Journal of Banking & Finance 27 (6), 1111-1121, 2003 | 174 | 2003 |
An improved estimation method and empirical properties of the probability of informed trading Y Yan, S Zhang Journal of Banking & Finance 36 (2), 454-467, 2012 | 161 | 2012 |
Value versus growth stocks in Singapore JY Yen, Q Sun, Y Yan Journal of Multinational Financial Management 14 (1), 19-34, 2004 | 72 | 2004 |
Market liberalization within a country Q Sun, WHS Tong, Y Yan Journal of Empirical Finance 16 (1), 18-41, 2009 | 54 | 2009 |
Monitoring and bank loan pricing AH Chen, SC Mazumdar, Y Yan Pacific-Basin Finance Journal 8 (1), 1-24, 2000 | 45 | 2000 |
Quality of PIN estimates and the PIN-return relationship Y Yan, S Zhang Journal of Banking & Finance 43, 137-149, 2014 | 33 | 2014 |
Using the Newcomb–Benford law to study the association between a country’s COVID-19 reporting accuracy and its development VS Balashov, Y Yan, X Zhu Scientific reports 11 (1), 22914, 2021 | 30 | 2021 |
Hands-On Data Science with Anaconda: Utilize the right mix of tools to create high-performance data science applications Y Yan, J Yan Packt Publishing Ltd, 2018 | 27 | 2018 |
Managing banks' duration gaps when interest rates are stochastic and equity has limited liability J Duan, CW Sealey, Y Yan International Review of Economics & Finance 8 (3), 253-265, 1999 | 24 | 1999 |
Python for Finance Y Yan | 18 | 2017 |
Informational role of open interests and volumes: Evidence from option markets R Bhuyan, Y Yan Twelfth Annual Asia-Pacific Futures Research Symposium held in Bangkok, 2001 | 15 | 2001 |
Financial Modeling using R Y Yan Tate Publishing, 2016 | 9 | 2016 |
Measuring the timing ability of mutual fund managers Y Yan Annals of Operations Research 87, 233-234, 1999 | 8 | 1999 |
An internet connected financial calculator Y Yan Journal of Accounting and Finance 12 (5), 59-70, 2012 | 7 | 2012 |
Research impacts and correction of the upward biased CRSP daily equal-weighted index Y Yan Available at SSRN 971073, 2007 | 7 | 2007 |
An improved estimation method and empirical properties of PIN Y Yan, S Zhang Available at SSRN 890486, 2006 | 7 | 2006 |
Teaching programming skills to finance students: how to design and teach a great course Y Yan Financial Innovation 3, 1-14, 2017 | 6 | 2017 |
A trend in business education Y Yan International Journal of Education and Social Science 5, 75, 2018 | 5 | 2018 |
Python for finance Y Yan Packt Publishing Ltd, 2014 | 4 | 2014 |
A new method to estimate PIN (Probability of Informed Trading) Y Yan Available at SSRN 1361921, 2009 | 4 | 2009 |