Kai Yao

Kai Yao

Southwestern University of Finance & Economics - Chengdu / China
Economics & Econometrics / Economics
AD Scientific Index ID: 4932695
西南财经大学
person_outline Kai Yao's MOST POPULAR ARTICLES
1-) Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach Journal of Empirical Finance 58, 333-355, 2020
2-) The impact of tail risk on stock market returns: The role of market sentiment International Review of Economics & Finance 59, 289-301, 2019
3-) The causal effect of improved readability of financial reporting on stock price crash risk: Evidence from the Plain Writing Act of 2010 Economics Letters 216, 110614, 2022
4-) Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency Research in International Business and Finance 70, 102351, 2024
5-) Reduced disclosure and default risk: analysis of smaller reporting companies Review of Quantitative Finance and Accounting 63 (1), 355-395, 2024