Books
- Yan, Yuxing and James Yan, 2018,
Hands-on Data Science with Anaconda
Packt Publishing: ISBN: 978-1-78883-119-2
- Yan, Yuxing,2018,
Financial Modeling using R ISBN:978-1-946946-45-4
- Yan, Yuxing, 2017, Python for Finance
(2nd edition) Packt Publishing: ISBN: 978-1-78712-569-8
- Yan, Yuxing, 2017, Python for Finance
(Chinese version, based on the 1st ed.) Chinese Posts & Telecom Press
- Yan, Yuxing, 2017, Python for Finance
(Korean version, based on the 2nd ed.) Press
- Yan, Yuxing, 2014, Python for Finance Packt Publishing, ISBN: 978-1-78328-437-5
Research and teaching related papers
- 25) Yan, Yuxing, 2019,
CRSP for Teaching (SSRN),
Journal of Accounting and Finance.
- 24) Yan, Yuxing, 2018,
A trend in business education,
International Journal of Education and Social Science .
- 23) Yan, Yuxing, 2017,
Teaching programming skills to finance students: how to design and teach a great course,
Financial Innovation.
- 22) Yan, Yuxing and Shaojun Zhang, 2016,
Business cycle, investors' preferences and trading strategies
Frontiers of Business Research in China
- 21) Fairchild, Lisa, Yoon Shin & Yuxing Yan, 2015,
Does SEC Rating Agency Certification Matter? The Case of A.M. Best, International Journal of Financial Research , V6, N4, 77-86.
- 20) Yan, Yuxing, 2015, Mimic Excel Journal of Economics and Finance Education (accepted)
- 19) Yan, Yuxing, 2015, Red vs. Blue Stocks: Politics and Profitability of Firms,
International Review of Business Research Paper, (accepted)
- 18) Yan, Yuxing and Shaojun Zhang, 2014,
Quality of PIN Estimates and PIN-return Relationship, Journal of Banking and Finance, 137-149. |
or here
- 17) Yan,Yuxing,2013,
Towards unbiased portfolio daily returns Journal of Applied Finance and Banking 3 (6), 143-160.|
here
- 16) Yan, Yuxing, 2012,
An internet connected financial calculator, Journal of Accounting and Finance 12(5), 59-70
- 15) Yan, Yuxing and Shaojun Zhang, 2012,
An Improved Estimation Method and Empirical Properties of the Probability
of Informed Trading, Journal of Banking and Finance 36, 2, 454-467.
- 14) Sun, Qian, Wilson Tong, Yuxing Yan,2009,
Market Liberalization within a Country,Journal of Empirical Finance 16,1,18-41.
- 13) R. Bhuyan, S, Freund and Yuxing Yan, 2009,
Investment Portfolio Strategies Based On Options Market Activity, Journal of Business & Economics Research 7, 9.
- 12) Freund, S. and Yuxing Yan, 2008,
The Construction of Real Estate Indices, Real Estate Review , 39-52.
- 11) Bhuyan, R. and Yuxing Yan, 2007,
Designing Deposit Insurance Scheme Under Asymmetric Information with Double Liability Option, Applied Financial Economics 17,11, 855-879.
- 10) Bhuyan,R.,ST MacDonald & Yuxig Yan,2005,
Presence of Informed Trading in Options Markets:An Experiment Using Monte Carlo Simulation
, 2005, Journal of Business and Leadership: Research, Practice and Teaching 1, 1, 23-29. |
or here
-
9) When Open Volume can be Informative: An Explanation, 2005, Journal of Financial and Economic Practice 5, 2, 10-18 (with R. Bhuyan and S. T. MacDonald).
- 8) Yen, Y., Q. Sun and Yuxing Yan, 2004,
Value Versus Growth Stocks in Singapore, Journal of Multinational Financial Management 14,1, 19-34. |
or here
- 7) Sun, Qian and Yuxing Yan, 2003,
Skewness Persistence with Optimal Portfolio Selection, Journal of Banking and Finance 27, 1079-1110.
- 6) Sun, Q. and Yuxing Yan, 2003,
Skewness and Portfolio Selection: Evidence from the Tokyo Stock Exchange, China Journal of Finance (in Chinese).
-
5) Informational Role of Volume and Open Interest: Empirical Evidence from Option Markets, 2002, the Proceeding of 12th Asia-Pacific Futures Research Symposium, co-sponsored by Chicago Board of Trade (with R. Bhuyan).
- 4) A. H. Chen, S. C. Mazumdar and Yuxing Yan, 2000,
Monitoring and Bank Loan Pricing, Pacific Basin Finance Journal 8, 1-24.
- 3) Duan, J., C. W., Sealey and Yuxing Yan, 1999,
Managing Banks' Interest Rate Risks When Interest Rates are Stochastic and Equity Has Limited Liability, International Review of
Economics and Finance 8, 253-265.
- 2)
Pan, Yuming, Qian Sun and Yuxing Yan, 1999, Skewness and Portfolio Construction, Stock Exchange of Singapore Journal
- 1) Yan, Yuxing, 1999,
Measuring the Timing Ability of Mutual Fund Managers, Annals of Operations Research 87, 233-243.
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Working papers
A new paradigm for the MSF programs
A big-data exercise: store your TAQ database with a $500 budget
Information Asymmetry and Cross-Sectional Returns: A Re-Examination of the Relationship between Stock Return and the Adjusted Probability of Informed Trading (with S. Zhang) |
old version
Business cycle, investors’ preferences and trading strategies
On the consistency between the Fama-French monthly and daily factors
A new method to estimate PIN (Probability of Informed Trading) | or here
Factoring information into returns revisit
Papers in progress
CRSP for Teaching (abstract)
A useful data set for teaching finance
Accessing the real-world data in 2 seconds
A open-source tool to assess data analytics, ethics and sustainability
Short-term momentum effect on spread estimation and liquidity measure
Market returns for overlapping generations
A mixed weighted market index
Impact on rating agency reputation subsequent to regulation change (with Y. Shin)
Trade misclassification and probability of informed trading revisit
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