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Items where Author is "Yan, Yayi"

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Article

Cheng, Tingting and Yan, Cheng and Yan, Yayi (2023) De facto time‚Äźvarying indices‚Äźbased benchmarks for mutual fund returns. Journal of Financial Research. 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

This list was generated on Tue Jun 6 09:28:56 2023 BST.