Liyan Yang
27 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-2599-1328
University of Toronto
Publications
- Whence LASSO? A Rational Interpretation — Management Science 2026
- Market feedback: Evidence from the horseâs mouth — Journal of Financial Economics 2026
- Securities Markets in Which Some Investors Receive Information About Cash Flow Betas — Management Science 2025
- Information sharing in financial markets — Journal of Financial Economics 2025
- Regular manuscript The asset pricing and real implications of relationship intensity disclosure☆ — Journal of Accounting and Economics 2025
- Disclosing and cooling-off: An analysis of insider trading rules — Journal of Financial Economics 2024
- Financialization and Commodity Markets Serial Dependence — Management Science 2024
- Secret and Overt Information Acquisition in Financial Markets — The Review of Financial Studies 2023
- Costly Interpretation of Asset Prices — Management Science 2022
- Commodity Financialization and Information Transmission — The Journal of Finance 2022
- Skill Acquisition and Data Sales — Management Science 2022
- Back-Running: Seeking and Hiding Fundamental Information in Order Flows — The Review of Financial Studies 2020
- Good disclosure, bad disclosure — Journal of Financial Economics 2019
- State-Owned Enterprises, Competition, and Disclosure† — Contemporary Accounting Research 2018
- Disagreement, Underreaction, and Stock Returns — Management Science 2017
- Nonfundamental Speculation Revisited — The Journal of Finance 2017
- Employee bargaining power, inter-firm competition, and equity-based compensation — Journal of Financial Economics 2017
- Differential Access to Price Information in Financial Markets — Journal of Financial and Quantitative Analysis 2016
- Information Diversity and Complementarities in Trading and Information Acquisition — The Journal of Finance 2015
- Rational Information Leakage — Management Science 2014
- Speculation and Hedging in Segmented Markets — The Review of Financial Studies 2014
- Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation — The Review of Financial Studies 2014
- Investor Sentiment, Disagreement, and the Breadth–Return Relationship — Management Science 2013
- Social Networks, Information Acquisition, and Asset Prices — Management Science 2013
- Asset-Pricing Implications of Dividend Volatility — Management Science 2013
- Prospect theory, the disposition effect, and asset prices — Journal of Financial Economics 2013
- Collective Activism — Management Science