Yang Liyan

Liyan Yang

Information about the author Liyan Yang will soon be added to the site.
Found 4 papers in total
Disagreement, Underreaction, and Stock Returns
Disagreement, Underreaction, and Stock Returns
2017
We explore analysts’ earnings forecast data to improve on one popular...
Asset‐Pricing Implications of Dividend Volatility
Asset‐Pricing Implications of Dividend Volatility
2013
This paper establishes dividend volatility as a fundamental risk metric that prices...
Social Networks, Information Acquisition, and Asset Prices
Social Networks, Information Acquisition, and Asset Prices
2013
We analyze a rational expectations equilibrium model to explore the implications of...
Investor Sentiment, Disagreement, and the Breadth–Return Relationship
Investor Sentiment, Disagreement, and the Breadth–Return Relationship
2013
We study the cross‐sectional breadth–return relation by assuming that...
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