Chunyu Yang

BI Norwegian Business School

Associate Professor

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

5

DOWNLOADS

364

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

What Drives Marginal Q Fluctuations?

Number of pages: 60 Posted: 24 Mar 2017 Last Revised: 11 Feb 2021
Ilan Cooper, Paulo F. Maio and Chunyu Yang
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and BI Norwegian Business School
Downloads 227 (161,492)
Citation 2

Abstract:

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Tobin's Q; Present-value model; Investment return; Variance decomposition; VAR implied predictability; Aggregation bias; Marginal profit of capital; Long-horizon regressions

2.

An Iterative Simulation Approach for Solving Stochastic Control Problems in Finance

Number of pages: 37 Posted: 19 Jul 2013
Chunyu Yang and Stathis Tompaidis
BI Norwegian Business School and University of Texas at Austin - McCombs School of Business
Downloads 81 (358,626)
Citation 3

Abstract:

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3.

Tax Collection from Realized Capital Gains on Equity

Number of pages: 55 Posted: 01 Apr 2019 Last Revised: 25 Jan 2021
Paul Ehling, Stathis Tompaidis and Chunyu Yang
BI - Norwegian Business School, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Downloads 40 (500,740)

Abstract:

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time-varying capital gains taxation, tax-optimal rebalancing, tax collection from realized capital gains

4.

The Marginal Profit-to-Q Ratio: Reassessing the Cash-Flow Channel

Number of pages: 66 Posted: 07 Apr 2021 Last Revised: 09 Apr 2021
Ilan Cooper, Paulo F. Maio and Chunyu Yang
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and BI Norwegian Business School
Downloads 16 (641,287)

Abstract:

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Tobin's q; Marginal profits-to-q ratio; Investment return; Marginal profit of capital; Variance decomposition; VAR implied predictability; Aggregation bias; Long-horizon regressions; Dividend-to-price ratio; Structural estimation

5.

Pricing American-Style Options by Monte Carlo Simulation: Alternatives to Ordinary Least Squares

Journal of Computational Finance, Vol. 18, No. 1, 2014
Number of pages: 24 Posted: 04 Jun 2016
Stathis Tompaidis and Chunyu Yang
University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Downloads 0 (779,837)
Citation 1
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Abstract:

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Monte Carlo, American options, OLS regression