13 Publications
2013
Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?
He, Yan⋅Wang, Junbo and Wu, Chunchi
International Review of Economics & Finance, vol. 27, Jun 2013. | Journal Article
2012
Stock Split Decisions: A Synthesis of Theory and Evidence
He, Yan and Wang, Junbo
Journal of Applied Finance, vol. 22, (no. 2), pp. 124-142, 2012. | Journal Article
2009
Are Liquidity and Information Risks Priced in the Treasury Bond Market?
Li, Haitao⋅Wang, Junbo⋅Wu, Chunchi and He, Yan
Journal of Finance, vol. 64, (no. 1), pp. 467-503, 2009. | Journal Article
2006
Is stock price rounded for economic reasons in the Chinese markets?
He, Yan and Wu, Chunchi
Global Finance Journal, vol. 17, (no. 1), pp. 119, Sep 2006. | Journal Article
2005
Liquidity, Information Risk, and Asset Pricing: Evidence from the U.S. Government Bond Market
Wu, Chunchi⋅He, Yan⋅Li, Haitao and Wang, Junbo
SSRN Working Paper Series, 2005. | Journal Article
 
The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading Costs
He, Yan and Wu, Chunchi
The Journal of Financial Research, vol. 28, (no. 1), pp. 77-96, Spring 2005. | Journal Article
2004
Price rounding and bid-ask spreads before and after the decimalization
He, Yan and Wu, Chunchi
International Review of Economics & Finance, vol. 13, (no. 1), pp. 19-41, 2004. | Journal Article
2003
An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets
He, Yan⋅Wu, Chunchi and Chen, Yea Mow
International Review of Economics & Finance, vol. 12, (no. 2), pp. 171-186, 2003. | Journal Article
 
The post-reform bid-ask spread disparity between Nasdaq and the NYSE
He, Yan and Wu, Chunchi
The Journal of Financial Research, vol. 26, (no. 2), pp. 207, Summer 2003. | Journal Article
 
What Explains the Bid-Ask Spread Decline after Nasdaq Reforms?
He, Yan and Wu, Chunchi
Financial Markets, Institutions & Instruments, vol. 12, (no. 5), pp. 347-376, 2003. | Journal Article
2001
Further evidence on mean reversion in index basis changes
He, Yan and Wu, Chunchi
The Financial Review, vol. 36, (no. 1), pp. 95-124, Feb 2001. | Journal Article
 
The determination of front-end financial targets in IJVs: A decision-making model for MNEs
He, Yan and Long, Fu
Management Research News, vol. 24, (no. 12), pp. 17-30, 2001. | Journal Article
1999
Justification for bid-ask spread disparity between NASDAQ and the NYSE before and after market reform (Dissertation)
He, Yan (1999).