Kathy Yuan
Kathy Yuan
Professor of Finance, London School of Economics
Verified email at lse.ac.uk
Cited by
Cited by
How do crises spread? Evidence from accessible and inaccessible stock indices
BH Boyer, T Kumagai, K Yuan
The journal of finance 61 (2), 957-1003, 2006
Are investors moonstruck? Lunar phases and stock returns
K Yuan, L Zheng, Q Zhu
Journal of Empirical Finance 13 (1), 1-23, 2006
Asymmetric price movements and borrowing constraints: A rational expectations equilibrium model of crises, contagion, and confusion
K Yuan
The Journal of Finance 60 (1), 379-411, 2005
On the growth effect of stock market liberalizations
N Gupta, K Yuan
The Review of Financial Studies 22 (11), 4715-4752, 2009
Trading frenzies and their impact on real investment
I Goldstein, E Ozdenoren, K Yuan
Journal of Financial Economics 109 (2), 566-582, 2013
Feedback effects and asset prices
E Ozdenoren, K Yuan
The journal of finance 63 (4), 1939-1975, 2008
Do sovereign bonds benefit corporate bonds in emerging markets?
RF Dittmar, K Yuan
The Review of Financial Studies 21 (5), 1983-2014, 2008
Learning and complementarities in speculative attacks
I Goldstein, E Ozdenoren, K Yuan
The Review of Economic Studies 78 (1), 263-292, 2011
Eurozone sovereign bond crisis: Liquidity or fundamental contagion
J Bai, C Julliard, K Yuan
Federal Reserve Bank of New York Working Paper, 2012
Network risk and key players: A structural analysis of interbank liquidity
E Denbee, C Julliard, Y Li, K Yuan
Fisher College of Business Working Paper, 011, 2020
The liquidity service of benchmark securities
K Yuan
Journal of the European Economic Association 3 (5), 1156-1180, 2005
How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange
R Alquist
Journal of International Economics 82 (2), 219-229, 2010
The information content of revealed beliefs in portfolio holdings
T Shumway, M Szefler, K Yuan
January) University of Michigan working paper, 2009
Multi-asset noisy rational expectations equilibrium with contingent claims
G Chabakauri, K Yuan, K Zachariadis
Social Science Research Network (SSRN), 2014
Within-bank transmission of real estate shocks
V Cunat, D Cvijanovic, K Yuan
London School of Economics, 2014
Contractual externalities and systemic risk
E Ozdenoren, K Yuan
The Review of Economic Studies 84 (4), 1789-1817, 2017
On the Growth Effect of Liberalizations
N Gupta, K Yuan
Available at SSRN 774605, 2005
The liquidity service of sovereign bonds
K Yuan
Available at SSRN 276190, 2002
The price impact of borrowing and short-sale constraints
K Yuan
Work% ing paper, University of Michigan. Consider the case when w-#, that is …, 2006
What drives repo haircuts? Evidence from the UK market
C Julliard, Z Liu, SE Seyedan, K Todorov, K Yuan
Evidence from the UK Market (January 30, 2019), 2019
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