YEE CHENG (Y.C.) LOON

Ph.D., Georgia State University

Publications

"Product Market Power and Stock Market Liquidity," (with Jayant Kale) Journal of Financial Markets, Volume 14, No.2, May 2011, 376-410.

"Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market," (with Vikas Agarwal, Bill Fung and Narayan Naik) Journal of Empirical Finance, Volume 18, No. 2, March 2011, 175-194 (lead article).

"Model Uncertainty, Performance Persistence and Flows," (solo-authored) Review of Quantitative Finance and Accounting, Volume 36, No. 2, February 2011, 153-205 (lead article).

Working Papers

“Mandatory Retirement Policies for CEOs”, co-authored with Murali Jagannathan

Price Efficiency and Noise Trading: Evidence from the “Investment Dartboard” Column Natural Experiment, co-authored with Jayant Kale

Honors and Recognitions

• Best Paper on Hedge Funds at European Finance Association (EFA) 2006 conference

• Graduate Teaching Excellence Award, Georgia State University, 2006

• 2006 INQUIRE Europe Research Grant, awarded jointly to Y.C. Loon, Vikas Agarwal, Bill Fung and Narayan Naik