Jialin Yu
Associate Professor
B.A., Fudan University, 1998; Ph.D., Princeton University, 2005.
Year joined: 2004
E-mail: jy2167@columbia.edu
Journal articles
"Disagreement and Return Predictability of Stock Portfolios"
Journal of Financial Economics
(2011)
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"The Chinese Warrants Bubble"
American Economic Review
(2011)
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"Gone Fishin': Seasonality in Trading Activity and Asset Prices"
Journal of Financial Markets
(2009)
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"High Frequency Market Microstructure Noise Estimates and Liquidity Measures"
Annals of Applied Statistics
(2009)
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"Firms as Buyers of Last Resort"
Journal of Financial Economics
(2008)
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"Closed-Form Likelihood Estimation of Jump-Diffusions with an Application to the Realignment Risk of the Chinese Yuan"
Journal of Econometrics
(2007)
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"Simple Forecasts and Paradigm Shifts"
Journal of Finance
(2007)
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"Saddlepoint Approximations for Continuous-Time Markov Processes"
Journal of Econometrics
(2006)
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"Lack-of-Recall and Centralized Monetary Trade"
International Economic Review
(2004)
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