| Investment shocks and the commodity basis spread F Yang Journal of Financial Economics 110 (1), 164-184, 2013 | 168 | 2013 |
| External equity financing shocks, financial flows, and asset prices F Belo, X Lin, F Yang The Review of Financial Studies 32 (9), 3500-3543, 2019 | 108 | 2019 |
| On the relative pricing of long‐maturity index options and collateralized debt obligations P Collin‐Dufresne, RS Goldstein, F Yang The Journal of Finance 67 (6), 1983-2014, 2012 | 103 | 2012 |
| Is the credit spread puzzle a myth? J Bai, RS Goldstein, F Yang Journal of Financial Economics 137 (2), 297-319, 2020 | 71 | 2020 |
| The risks of old capital age: Asset pricing implications of technology adoption X Lin, B Palazzo, F Yang Journal of monetary economics 115, 145-161, 2020 | 47 | 2020 |
| On the relative pricing of long maturity S&P 500 index options and CDX tranches P Collin-Dufresne, RS Goldstein, F Yang National Bureau of Economic Research, 2010 | 18 | 2010 |
| The Leverage Effect and the Basket-Index Put Spread J Bai, RS Goldstein, F Yang https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2972795, 2017 | 17 | 2017 |
| The risks of old age: Asset pricing implication of technology adoption X Lin, D Palazzo, F Yang Working Paper, Ohio State University, 2017 | 7 | 2017 |
| Optimal capital structure and risk management policies of banks that use coco futures to hedge financial-sector risk RS Goldstein, F Yang Review of Finance 28 (1), 235-270, 2024 | 1 | 2024 |
| CoCo Futures as a Macroprudential and Microprudential Policy Tool RS Goldstein, F Yang University of Connecticut School of Business Research Paper, 2022 | 1 | 2022 |
| Asset Pricing Implications from Wealthy Shareholder Consumption and Net Payout RS Goldstein, F Yang Working Paper, 2015 | 1 | 2015 |
| The impact of heterogenous financial shocks on asset prices and corporate decisions F Belo, X Lin, J Salomao, F Yang CEPR Discussion Papers, 2024 | | 2024 |
| Online Appendix for: CoCo Futures as a Macroprudential and Microprudential Policy Tool RS Goldstein, F Yang | | 2022 |
| Optimal Capital Structure and Hedging Policies for Banks: The End of Bailouts RS Goldstein, F Yang Optimal Capital Structure and Hedging Policies for Banks: The End of …, 2021 | | 2021 |
| Internet Appendix for “External Equity Financing Shocks, Financial Flows, and Asset Prices” F Belo, X Lin, F Yang | | 2016 |
| EXTERNAL EQUITY FINANCING SHOCKS, FINANCIAL FLOWS, AND ASSET PRICES Frederico Belo Xiaoji Lin F Yang | | 2014 |
| External Equity Financing Costs, Financial Flows, and Asset Prices X Lin, F Yang, F Belo 2014 Meeting Papers, 2014 | | 2014 |
| External Equity Financing Costs, Financial Flows, and Asset Prices F Belo, X Lin, F Yang | | 2013 |
| On the Relative Pricing of long Maturity Index Options and Collateralized Debt Obligations RS Goldstein, P Collin-Dufresne, F Yang The Journal of Finance 67 (6), 1, 2012 | | 2012 |
| Internet Appendix for “On the Relative Pricing of Long Maturity Index Options and Collateralized Debt Obligations” P COLLIN-DUFRESNE, RS GOLDSTEIN, FAN YANG | | |
Robert GoldsteinProfessor of finance, University of MinnesotaVerified email at umn.edu
