Concepedia

Jialin Yu

JY

13

Publications

1.4K

Citations

13

H-Index

2005

Active since

Affiliations

Columbia University(Current)

Princeton University

Hong Kong University of Science and Technology

National Bureau of Economic Research

Jialin Yu is an author at Columbia University specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsManagementEmpirical FinanceMarket MicrostructureMacro FinanceAsset Allocation

Publications per year

2005–2023

13

Publications

13

The Chinese Warrants Bubble

Wei Xiong, Jialin Yu · American Economic Review · 2011 · 289 citations

Market Microstructure, Empirical Finance, Economics +15

Disagreement and return predictability of stock portfolios

Jialin Yu · Journal of Financial Economics · 2010 · 226 citations

Financial Economics, Asset Pricing, Portfolio Selection +7

Simple Forecasts and Paradigm Shifts

Harrison Hong, Jeremy C. Stein, Jialin Yu · The Journal of Finance · 2007 · 160 citations

Forecasting Methodology, Volatility Modeling, Economic Forecasting +18

Gone fishin’: Seasonality in trading activity and asset prices

Harrison Hong, Jialin Yu · Journal of Financial Markets · 2009 · 146 citations

Market Microstructure, Economics, Financial Economics +5

High frequency market microstructure noise estimates and liquidity measures

Yacine Aı̈t-Sahalia, Jialin Yu · The Annals of Applied Statistics · 2009 · 129 citations · Full text

Market Microstructure, Empirical Finance, Economics +15

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