Jialin Yu, Ph.D. - Publications
Affiliations: | 2005 | Princeton University, Princeton, NJ |
Area:
Financial Economics, EconometricsYear | Citation | Score | |||
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2011 | Xiong W, Yu J. The Chinese Warrants Bubble The American Economic Review. 101: 2723-2753. DOI: 10.1257/Aer.101.6.2723 | 0.35 | |||
2009 | Ait-Sahalia Y, Yu J. High Frequency Market Microstructure Noise Estimates and Liquidity Measures National Bureau of Economic Research. DOI: 10.3386/W13825 | 0.587 | |||
2009 | Hong HG, Yu J. Gone Fishin': Seasonality in Trading Activity and Asset Prices Journal of Financial Markets. 12: 672-702. DOI: 10.2139/Ssrn.676743 | 0.356 | |||
2009 | Aït-Sahalia Y, Yu J. High frequency market microstructure noise estimates and liquidity measures The Annals of Applied Statistics. 3: 422-457. DOI: 10.1214/08-Aoas200 | 0.587 | |||
2008 | Hong H, Wang J, Yu J. Firms as buyers of last resort Journal of Financial Economics. 88: 119-145. DOI: 10.1016/J.Jfineco.2007.04.004 | 0.324 | |||
2006 | Aït-Sahalia Y, Yu J. Saddlepoint Approximations for Continuous-Time Markov Processes ∗ Journal of Econometrics. 134: 507-551. DOI: 10.1016/J.Jeconom.2005.07.004 | 0.52 | |||
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