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Jialin Yu, Ph.D. - Publications

Affiliations: 
2005 Princeton University, Princeton, NJ 
Area:
Financial Economics, Econometrics
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6 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2011 Xiong W, Yu J. The Chinese Warrants Bubble The American Economic Review. 101: 2723-2753. DOI: 10.1257/Aer.101.6.2723  0.35
2009 Ait-Sahalia Y, Yu J. High Frequency Market Microstructure Noise Estimates and Liquidity Measures National Bureau of Economic Research. DOI: 10.3386/W13825  0.587
2009 Hong HG, Yu J. Gone Fishin': Seasonality in Trading Activity and Asset Prices Journal of Financial Markets. 12: 672-702. DOI: 10.2139/Ssrn.676743  0.356
2009 Aït-Sahalia Y, Yu J. High frequency market microstructure noise estimates and liquidity measures The Annals of Applied Statistics. 3: 422-457. DOI: 10.1214/08-Aoas200  0.587
2008 Hong H, Wang J, Yu J. Firms as buyers of last resort Journal of Financial Economics. 88: 119-145. DOI: 10.1016/J.Jfineco.2007.04.004  0.324
2006 Aït-Sahalia Y, Yu J. Saddlepoint Approximations for Continuous-Time Markov Processes ∗ Journal of Econometrics. 134: 507-551. DOI: 10.1016/J.Jeconom.2005.07.004  0.52
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