| On predicting stock returns with nearly integrated explanatory variables W Torous, R Valkanov, S Yan The Journal of Business 77 (4), 937-966, 2004 | 407 | 2004 |
| Jump risk, stock returns, and slope of implied volatility smile S Yan Journal of Financial Economics 99 (1), 216-233, 2011 | 389 | 2011 |
| Crashes, volatility, and the equity premium: Lessons from S&P 500 options P Santa-Clara, S Yan The Review of Economics and Statistics 92 (2), 435-451, 2010 | 375 | 2010 |
| Relative pricing of options with stochastic volatility O Ledoit, P Santa-Clara, S Yan | 136 | 2002 |
| Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility RZ Aliber, B Chowdhry, S Yan Review of Finance 7 (3), 481-510, 2003 | 133 | 2003 |
| An explanation of the forward premium ‘puzzle’ R Roll, S Yan European Financial Management 6 (2), 121-148, 2000 | 91 | 2000 |
| Mean–variance portfolio selection with ‘at-risk’constraints and discrete distributions GJ Alexander, AM Baptista, S Yan Journal of Banking & Finance 31 (12), 3761-3781, 2007 | 59 | 2007 |
| Linear-quadratic term structure models–Toward the understanding of jumps in interest rates G Jiang, S Yan Journal of Banking & Finance 33 (3), 473-485, 2009 | 50 | 2009 |
| Higher moments, extreme returns, and cross–section of cryptocurrency returns Y Jia, Y Liu, S Yan Finance Research Letters 39, 101536, 2021 | 41 | 2021 |
| Portfolio selection with mental accounts and estimation risk GJ Alexander, AM Baptista, S Yan Journal of Empirical Finance 41, 161-186, 2017 | 37 | 2017 |
| Jump and volatility risk and risk premia: A new model and lessons from S&P 500 options P Santa-Clara, S Yan National Bureau of Economic Research, 2004 | 33 | 2004 |
| A comparison of the original and revised Basel market risk frameworks for regulating bank capital GJ Alexander, AM Baptista, S Yan Journal of Economic Behavior & Organization 85, 249-268, 2013 | 30 | 2013 |
| When more is less: Using multiple constraints to reduce tail risk GJ Alexander, AM Baptista, S Yan Journal of Banking & Finance 36 (10), 2693-2716, 2012 | 18 | 2012 |
| CEO incentive compensation and stock liquidity H Feng, S Yan Review of Quantitative Finance and Accounting 53 (4), 1069-1098, 2019 | 14 | 2019 |
| Reducing estimation risk in optimal portfolio selection when short sales are allowed GJ Alexander, AM Baptista, S Yan Managerial and Decision Economics 30 (5), 281-305, 2009 | 12 | 2009 |
| Profitability skewness and stock return Y Jia, S Yan Available at SSRN 3019690, 2017 | 11 | 2017 |
| On regulatory responses to the recent crisis: an assessment of the basel market risk framework and the Volcker rule GJ Alexander, AM Baptista, S Yan Financial Markets, Institutions & Instruments 24 (2-3), 87-125, 2015 | 10 | 2015 |
| Dispersion in analysts’ target prices and stock returns X Li, H Feng, S Yan, H Wang The North American Journal of Economics and Finance 56, 101385, 2021 | 8 | 2021 |
| Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books GJ Alexander, AM Baptista, S Yan Journal of International Money and Finance 43, 107-130, 2014 | 8 | 2014 |
| Bank regulation and stability: an examination of the Basel market risk framework GJ Alexander, AM Baptista, S Yan Bundesbank Discussion Paper, 2012 | 7 | 2012 |
Alexandre M. BaptistaThe George Washington UniversityVerified email at email.gwu.edu
