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Yang Song
Yang Song
Foster School of Business, University of Washington
Dirección de correo verificada de uw.edu - Página principal
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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
3092022
Funding value adjustments
L Andersen, D Duffie, Y Song
The Journal of Finance 74 (1), 145-192, 2019
2482019
The mismatch between mutual fund scale and skill
Y Song
The Journal of Finance 75 (5), 2555-2589, 2020
1092020
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
107*2022
Obfuscation in Mutual Funds
E deHaan, Y Song, C Xie, C Zhu
Forthcoming, Journal of Accounting and Economics, 2021
81*2021
Noise Trading and Asset Pricing Factors
S Huang, Y Song, H Xiang
Forthcoming, Management Science, 2024
44*2024
The smart beta mirage
S Huang, Y Song, H Xiang
Journal of Financial and Quantitative Analysis 59 (6), 2515-2546, 2024
412024
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
372021
Index providers: Whales behind the scenes of etfs
Y An, M Benetton, Y Song
Journal of Financial Economics 149 (3), 407-433, 2023
29*2023
Dealer funding costs: Implications for the term structure of dividend risk premia
Y Song
SSRN, 2017
292017
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 59 (7), 3062-3100, 2024
15*2024
The Making of an Alert Depositor: How Payment and Interest Drive Deposit Dynamics
X Lu, Y Song, Y Zeng
Available at SSRN 4699426, 2024
152024
The term structure of liquidity premium
S Joslin, W Li, Y Song
USC Marshall School of Business Research Paper, 2021
142021
The term structure of liquidity premium
W Li, Y Song
USC Marshall School of Business Research Paper, 2019
52019
Remeasuring Scale in Active Management
S Huang, X Lu, Y Song, H Xiang
Available at SSRN, 2023
42023
Measuring Misinformation in Financial Markets
J Fan, Q Liu, Y Song, Z Wang
Available at SSRN, 2024
2024
Inflation in the Cross-section: Separating Winners from Losers
J Feng, S Huang, C Lee, Y Song
Available at SSRN 4907871, 2024
2024
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Artículos 1–17