Faculty Profiles - YU Jialin | The Hong Kong University of Science and Technology

2024 1

Patent and Latent Innovation

Li, Kai; Pan, Jiening; Yu, Jialin
Conference paper

2023 2

Cross-stock momentum and factor momentum

Journal of Financial Economics, v. 150, (2), November 2023, article number 103716
Yan, Jingda; Yu, Jialin
Article

How to Dominate the Historical Average?

Li, Kai; Li, Yingying; Yu, Jialin
Conference paper

2019 1

How to Beat the Historical Average?

Li, Kai; Yu, Jialin; Li, Yingying
Conference paper

2018 2

Dividend-Price Dynamics and Structural Estimation of Market Return

Yu, Jialin; Li, Kai; Li, Yingying
Conference paper

Monthly “Earnings Announcements” and Stock Returns

Yu, Jialin; Hong, Yurong
Conference paper

2017 1

Inflation Bets on the Long Bond

Review of Financial Studies, v. 30, (3), March 2017, p. 900-947
Hong, Harrison; Sraer, David; Yu, Jialin
Article

2015 1

Are the Equity Premium and the Value Premium Expected? Evidence from the Calendar of Cash-Flow News

Hong, Claire Yurong; Yu, Jialin
Conference paper

2011 2

Disagreement and return predictability of stock portfolios

Journal of financial economics, v. 99, (1), 2011, Jan, p. 162-183
Yu, Jialin
Article

The Chinese Warrants Bubble

The American economic review, v. 101, (6), 2011, Oct, p. 2723-2753
Xiong, Wei; Yu, Jialin
Article

2009 2

Gone fishin': Seasonality in trading activity and asset prices

Journal of financial markets, v. 12, (4), 2009, Nov, p. 672-702
Hong, Harrison; Yu, Jialin
Article

High frequency market microstructure noise estimates and liquidity measures

Annals of applied statistics, v. 3, (1), March 2009, p. 422-457
Ait-Sahalia, Yacine; Yu, Jialin
Article

2008 1

Firms as buyers of last resort

Journal of financial economics, v. 88, (1), 2008, Apr, p. 119-145
Hong, Harrison; Wang, Jiang; Yu, Jialin
Article

2007 3

Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan

Journal of econometrics, v. 141, (2), 2007, Dec, p. 1245-1280
Yu, Jialin
Article

Simple forecasts and paradigm shifts

The journal of finance, v. 62, (3), 2007, Jun, p. 1207-1242
Hong, Harrison; Stein, Jeremy C.; Yu, Jialin
Article

Comment on ‘China's Exchange Rate Regime: The Long and Short of It’ (by Barry Eichengreen)

China’s Financial Transition at a Crossroads / Edited by Charles W. Calomiris. Columbia University Press, 2007, July
Yu, Jialin
Book chapter

2006 1

Saddlepoint approximations for continuous-time Markov processes

Journal of econometrics, v. 134, (2), October 2006, p. 507-551
Ait-Sahalia, Yacine; Yu, Jialin
Article

2004 1

Lack-of-Recall and Centralized Monetary Trade

International Economic Review, v. 45, (4), November 2004, p. 1221-1228
Yu, Jialin; Temzelides, Ted
Article

FINA5210	Investment Analysis
FINA5220	Equity Investment Management

FINA5210	Investment Analysis
FINA5220	Equity Investment Management

Research Interest

Publications

2024 1

2023 2

2019 1

2018 2

2017 1

2015 1

2011 2

2009 2

2008 1

2007 3

2006 1

2004 1

Conference paper 1

Article 1

Conference paper 1

Conference paper 1

Conference paper 2

Article 1

Conference paper 1

Article 2

Article 2

Article 1

Article 2

Book chapter 1

Article 1

Article 1

2018 2

2017 1

2015 1

2011 2

2009 2

2008 1

2007 3

2006 1

2004 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Graduated RPGs

Projects

From January 2022 to December 2024

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