王艳｜南京农业大学｜学者主页

2026

要素双向流动推动城乡高质量融合发展：内在机理与实践选择

孔祥利，王艳

《上海经济研究》

DOI

2025

金融科技、农村金融可得性与农村一二三产业融合

刘翔宇，王艳

《西部金融》

2025

劳动力返乡创业与农村商贸流通发展：理论机制与经验证据

张信，王艳

《商业经济研究》

2021

How Are Institutions Informed? Proactive Trading, Information Flows, and Stock Selection Strategies*

Yan Wang

Contemporary Accounting Research，Vol. 380, No. 30

DOI

2021

Information-Based Trading in China's Option Markets

Yan Wang, Xin Zhou

Social Science Research Network

DOI

2021

Who Is Afraid of BlackRock?

Massimo Massa, David Schumacher, Yan Wang

Review Of Financial Studies

DOI

2020

Option-Implied Quantiles and Market Returns (Extended Abstract)

Yan Wang

Social Science Research Network

DOI

2020

The Bright Side of Financial Fragility

M. Massa, David Schumacher, Yan Wang

Social Science Research Network

DOI

2020

Forecasting volatility of the Chinese stock markets using TVP HAR-type models

Guang-Qiang Liu, Yan Wang, Xiaodan Chen, Yifeng Zhang, Yue Shang

DOI

2019

Do idiosyncratic skewness and kurtosis really matter?

M. Ayadi, Xuying Cao, Skander Lazrak, Yan Wang

The North American journal of economics and finance

DOI

2019

Asset pricing with an imprecise information set

Gady Jacoby, Gemma Lee, A. Paseka, Yan Wang

Pacific-Basin Finance Journal

DOI

2019

Cross-Country Competitive Effects of Cross-Listings

Sergei Sarkissian, Yan Wang

The Review of Corporate Finance Studies

DOI

2019

Pure momentum is priced

L. Chen, Skander Lazrak, Yan Wang, Robert L. Welch

Journal of Behavioral and Experimental Finance

DOI

2019

Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?

Shao-Gang Zhu, Qiuhong Liu, Yan Wang, Yu Wei, G. Wei

DOI

2018

The Product Market Impact of Minority Stake Acquisitions

Amrita Nain, Yan Wang

Management Sciences

DOI

2018

Mean-variance theory with imprecise accounting information

Gady Jacoby, Shi Li, Yan Wang

Finance Research Letters

DOI

2018

NONPARAMETRIC OPTION IMPLIED TAIL RISK AND MARKET RETURNS

Conall O'Sullivan, Yan Wang

DOI

2017

A Generalized Earnings‐Based Stock Valuation Model with Learning

Gady Jacoby, A. Paseka, Yan Wang

DOI

2015

Investor sentiment and portfolio selection

Cheng-Bo Fu, Gady Jacoby, Yan Wang

DOI

2015

Essays on practical issues in asset pricing : estimation and simulation

Yan Wang

2015

On the efficiency of the global gold markets

C. Ntim, J. English, Jacinta C. Nwachukwu, Yan Wang

DOI

2014

花生种植户机械化技术采纳行为实证分析

王艳，周曙东

《南京农业大学学报(社会科学版)》，Vol. 14, No. 5

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2013

中国花生种植户生产技术效率及影响因素分析——基于全国19个省份的农户微观数据

周曙东，王艳，朱思柱

《中国农村经济》，No. 3

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2013

Who Are Informed? The Evidence from Institutional Trades

Yan Wang

DOI

2012

计划行为理论视角下农户土地流转意愿分析——基于江苏省3市15村303户的调查数据

殷志扬，程培堽，王艳，袁小慧

《湖南农业大学学报：社会科学版》，Vol. 13, No. 3

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2012

Conditional Value at Risk Under Bayesian Inference

Yan Wang

2012

Finding the Value at Risk for Credit Default Swaps

Yan Wang

2012

A Well-Posed Algorithm to Recover Implied Volatility

Yan Wang

2011

The Anti-Competitive Effects of Minority Stake Acquisitions

Amrita Nain, Yan Wang

DOI

2010

气候变化对农业的影响及应对措施

周曙东，周文魁，朱红根，王传星，王艳

《南京农业大学学报(社会科学版)》，No. 1

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2010

我国化肥产业政策对环境友好农业技术创新的效应分析

王艳，沈宇丹王艳王雅鹏

《农业现代化研究》，Vol. 31, No. 2

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2010

The properties and mechanism of long-term memory in nonparametric volatility

Han-Dong Li, Shinan Cao, Yan Wang

DOI

2010

Optimal investment and consumption with stochastic dividends

Xikui Wang, Yan Wang

DOI

2010

Essays on asset pricing with incomplete or noisy information

Yan Wang

2010

Long-Term Memory in Realized Volatility: Evidence from Chinese Stock Market

Shinan Cao, Han-Dong Li, Yan Wang

2010 Third International Conference on Business Intelligence and Financial Engineering

DOI

2009

The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market

Xin-Wu Zhang, Yan Wang, Han-Dong Li

Complex

DOI

2009

Stochastic analysis on option pricing and risks controlling in a stock market

Yan Wang, Jun Wang, Bingtuan Wang

2006

Cross-hedging with futures and options: The effects of disappointment aversion

D. Lien, Yan Wang

DOI

2004

Hedging long‐term commodity risk: A comment

D. Lien, Yan Wang

DOI

1999

Ownership structure and corporate governance in Chinese stock companies

Xiaonian Xu, Yan Wang

DOI

1999

Ownership Structure, Corporate Governance, and Corporate Performance: The Case of Chinese Stock Companies

Xiaonian Xu, Yan Wang

DOI

精选作品

期刊论文

要素双向流动推动城乡高质量融合发展：内在机理与实践选择

金融科技、农村金融可得性与农村一二三产业融合

劳动力返乡创业与农村商贸流通发展：理论机制与经验证据

How Are Institutions Informed? Proactive Trading, Information Flows, and Stock Selection Strategies*

Information-Based Trading in China's Option Markets

Who Is Afraid of BlackRock?

Option-Implied Quantiles and Market Returns (Extended Abstract)

The Bright Side of Financial Fragility

Forecasting volatility of the Chinese stock markets using TVP HAR-type models

Do idiosyncratic skewness and kurtosis really matter?

Asset pricing with an imprecise information set

Cross-Country Competitive Effects of Cross-Listings

Pure momentum is priced

Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?

The Product Market Impact of Minority Stake Acquisitions

Mean-variance theory with imprecise accounting information

NONPARAMETRIC OPTION IMPLIED TAIL RISK AND MARKET RETURNS

A Generalized Earnings‐Based Stock Valuation Model with Learning

Investor sentiment and portfolio selection

Essays on practical issues in asset pricing : estimation and simulation

On the efficiency of the global gold markets

花生种植户机械化技术采纳行为实证分析

中国花生种植户生产技术效率及影响因素分析——基于全国19个省份的农户微观数据

Who Are Informed? The Evidence from Institutional Trades

计划行为理论视角下农户土地流转意愿分析——基于江苏省3市15村303户的调查数据

Conditional Value at Risk Under Bayesian Inference

Finding the Value at Risk for Credit Default Swaps

A Well-Posed Algorithm to Recover Implied Volatility

The Anti-Competitive Effects of Minority Stake Acquisitions

气候变化对农业的影响及应对措施

我国化肥产业政策对环境友好农业技术创新的效应分析

The properties and mechanism of long-term memory in nonparametric volatility

Optimal investment and consumption with stochastic dividends

Essays on asset pricing with incomplete or noisy information

Long-Term Memory in Realized Volatility: Evidence from Chinese Stock Market

The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market

Stochastic analysis on option pricing and risks controlling in a stock market

Cross-hedging with futures and options: The effects of disappointment aversion

Hedging long‐term commodity risk: A comment

Ownership structure and corporate governance in Chinese stock companies

Ownership Structure, Corporate Governance, and Corporate Performance: The Case of Chinese Stock Companies