| Behavioral anomalies in cryptocurrency markets H Yang Available at SSRN 3174421, 2019 | 32 | 2019 |
| The Anatomy of Factor Momentum M Leippold, H Yang https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517888, 2021 | 10 | 2021 |
| Particle filtering, learning, and smoothing for mixed-frequency state-space models M Leippold, H Yang Econometrics and Statistics 12, 25-41, 2019 | 9 | 2019 |
| Lp solutions of quadratic BSDEs H Yang arXiv preprint arXiv:1506.08146, 2015 | 5 | 2015 |
| Mixed-Frequency Predictive Regressions with Parameter Learning M Leippold, H Yang https://www.researchgate.net/publication/332090859_Mixed …, 2019 | 3* | 2019 |
| Decomposing Factor Momentum H Yang https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517888, 2020 | 1 | 2020 |
| A Weighted Least Squares Estimator of Factor Momentum H Yang https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3443998, 2020 | | 2020 |
| Lipschitz-quadratic Regularization for Quadratic Semimartingale BSDEs H Yang arXiv preprint arXiv:1508.01693, 2015 | | 2015 |
| On Quadratic BSDEs with Final Condition in L2 H Yang arXiv preprint arXiv:1506.08143, 2015 | | 2015 |
Markus LeippoldUniversity of Zurich, Department of FinanceVerified email at bf.uzh.ch
