YEE CHENG (Y.C.) LOONAssistant Professor
Office Phone: (607) 777-2376
Ph.D., Georgia State University
"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).
“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