Yan He

Are Liquidity and Information Risks Priced in the Treasury Bond Market?

Haitao Li, Junbo Wang, Chunchi Wu et al. · The Journal of Finance · 2009 · 129 citations

Empirical Finance, Financial Risk Management, Information Risk +21

Price discovery in the round-the-clock U.S. Treasury market

Yan He, Hai Lin, Junbo Wang et al. · Journal of Financial Intermediation · 2009 · 27 citations

Economics, Financial Economics, Market Trend +4

Do bond rating changes affect the information asymmetry of stock trading?

Yan He, Junbo Wang, K.C. John Wei · Journal of Empirical Finance · 2010 · 27 citations

Market Microstructure, Empirical Finance, Stock Trading +8

The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks

Yan He, Hai Lin, Chunchi Wu et al. · Journal of Financial Markets · 2008 · 26 citations

Information Cost, Financial Economics, Asset Pricing +9

THE EFFECTS OF DECIMALIZATION ON RETURN VOLATILITY COMPONENTS, SERIAL CORRELATION, AND TRADING COSTS

Yan He, Chunchi Wu · The Journal of Financial Research · 2005 · 24 citations

Market Microstructure, Empirical Finance, Economics +14