| On the qualitative effect of volatility and duration on prices of Asian options P Carr, CO Ewald, Y Xiao Finance Research Letters 5 (3), 162-171, 2008 | 50 | 2008 |
| A multiperiod bank run model for liquidity risk G Liang, E Lütkebohmert, Y Xiao Review of Finance 18 (2), 803-842, 2014 | 39 | 2014 |
| Shadow banks, leverage risks, and asset prices X Feng, L Lu, Y Xiao Journal of Economic Dynamics and Control 111, 103816, 2020 | 11 | 2020 |
| Wealth management products, banking competition, and stability: Evidence from China X Feng, E Lütkebohmert, Y Xiao Journal of Economic Dynamics and Control 137, 104346, 2022 | 8 | 2022 |
| Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk E Lütkebohmert, D Oeltz, Y Xiao European Financial Management 23 (1), 55-86, 2017 | 7 | 2017 |
| Information: price and impact on general welfare and optimal investment. An anticipative stochastic differential game model CO Ewald, Y Xiao Advances in Applied Probability 43 (1), 97-120, 2011 | 7 | 2011 |
| Rollover risk and credit risk under time-varying margin XZ He, E Lütkebohmert, Y Xiao Quantitative Finance 17 (3), 455-469, 2017 | 6 | 2017 |
| Implied volatility from Asian options via Monte Carlo methods Z Yang, CO Ewald, Y Xiao International Journal of Theoretical and Applied Finance 12 (02), 153-178, 2009 | 6 | 2009 |
| Shadow funding and economic growth: Evidence from china X Feng, X An, Y An, Y Xiao Journal of Money, Credit and Banking 56 (2-3), 589-611, 2024 | 4 | 2024 |
| Cybercrime and the cross-section of equity returns J Liu, IW Marsh, Y Xiao Available at SSRN 4299599, 2022 | 4 | 2022 |
| Dynamic asset pricing with interactions between short-sale and borrowing constraints L Shi, Y Xiao The Review of Asset Pricing Studies 11 (4), 886-923, 2021 | 4 | 2021 |
| Malliavin differentiability of a class of Feller-diffusions with relevance in finance CO Ewald, Y Xiao, Y Zou, TK Siu Available at SSRN 1425855, 2009 | 3 | 2009 |
| Shadow funding and economic growth: Evidence from china Y Xiao, X An, Y An, X Feng Available at SSRN 3951758, 2021 | 2 | 2021 |
| Transitory and Permanent Cash Flow Shocks in Debt Contract Design L Ma, AS Sikochi, Y Xiao Harvard Business School Accounting & Management Unit Working Paper, 2022 | 1 | 2022 |
| The Impact of Fintech on Banking: Evidence from Banks' Partnering with Zelle S Huang, B Jiang, Y Xiao Available at SSRN 4595733, 2023 | | 2023 |
| Social Responsibility and Corporate Borrowing Y Li, Y Xiao, W Zhang | | 2023 |
| Monetary policy as market stabilizer in the COVID-19 pandemic Y Shan, Y Chen, Y Xiao Finance Research Letters 55, 103960, 2023 | | 2023 |
| Shadow Funding and Economic Growth: Evidence in The Chinese WMP Markets Y Xiao, X Feng, Y An, X An Journal of International Money and Finance, 2023 | | 2023 |
| Shadow Money, Banking Competition and Stability: Evidence from China X Feng, E Luetkebohmert, Y Xiao Michael J. Brennan Irish Finance Working Paper Series Research Paper, 2019 | | 2019 |
| Collateralized Borrowing and Default Risk E Lütkebohmert, Y Xiao Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein, 167-187, 2016 | | 2016 |
