Items where Author is "Yan, Yayi"
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Article
Cheng, Tingting and Yan, Cheng and Yan, Yayi (2023) De facto time‐varying indices‐based benchmarks for mutual fund returns. Journal of Financial Research, 46 (2). pp. 469-496. DOI https://doi.org/10.1111/jfir.12318
Cheng, Tingting and Yan, Cheng and Yan, Yayi (2021) Improved inference for fund alphas using high-dimensional cross-sectional tests. Journal of Empirical Finance, 61. pp. 57-81. DOI https://doi.org/10.1016/j.jempfin.2020.12.002