Detail

Professor Yu's research focuses on asset pricing and financial econometrics. His research articles have been published or accepted for publication in the Journal of Finance, Journal of Financial Economics, Journal of Econometrics, and International Economic Review. Professor Yu teaches the M.B.A. and executive M.B.A. Capital Markets and Investments course and the Ph.D. Financial Econometrics course.

• Spring 2012
  (PhD) Financial Econometrics (PHD)
  Capital Markets & Investments (MBA)
  
• Fall 2012
  Capital Markets & Investments (MBA)
  
• Spring 2011
  (PhD) Financial Econometrics (PHD)
  Capital Markets & Investments (MBA)
  
• Spring 2010
  (PhD) Financial Econometrics (PHD)
  
• Summer 2009
  Capital Markets & Investments (EMBA)
  
• Spring 2009
  (PhD) Financial Econometrics (PHD)
  

Disagreement and Return Predictability of Stock Portfolios In Journal of Financial Economics (2011)
Author(s): Jialin Yu

The Chinese Warrants Bubble In American Economic Review (2011)
Author(s): Wei Xiong, Jialin Yu

Gone Fishin': Seasonality in Trading Activity and Asset Prices In Journal of Financial Markets (2009)
Author(s): Harrison Hong, Jialin Yu

High Frequency Market Microstructure Noise Estimates and Liquidity Measures In Annals of Applied Statistics (2009)
Author(s): Yacine Ait-Sahalia, Jialin Yu

Firms as Buyers of Last Resort In Journal of Financial Economics (2008)
Author(s): Harrison Hong, Jiang Wang, Jialin Yu

Closed-Form Likelihood Estimation of Jump-Diffusions with an Application to the Realignment Risk of the Chinese Yuan In Journal of Econometrics (2007)
Author(s): Jialin Yu

Simple Forecasts and Paradigm Shifts In Journal of Finance (2007)
Author(s): Harrison Hong, Jeremy Stein, Jialin Yu

Saddlepoint Approximations for Continuous-Time Markov Processes In Journal of Econometrics (2006)
Author(s): Yacine Ait-Sahalia, Jialin Yu

Lack-of-Recall and Centralized Monetary Trade In International Economic Review (2004)
Author(s): Ted Temzelides, Jialin Yu