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Faculty Directory

Yang Song
Office: 587
PACCAR Hall
Phone: 206-685-7822

Foster School of Business
University of Washington
Box: 353226
Seattle, Washington 98195

Yang Song

Assistant Professor of Finance

Academic Expertise

asset pricing
financial intermediation
investing

Selected Publications

  1. A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle
    Journal Article:Lee, C.M.C., Huang, S., Song, Yang, and Xiang, H., (forthcoming). Journal of Financial Economics,
  2. What do Mutual Fund Investors Really Care About?
    Journal Article:Ben-David, I., Li, J., Rossi, A., and Song, Yang, (forthcoming). Review of Financial Studies,
  3. Ratings-Driven Demand and Systematic Price Fluctuations
    Journal Article:Ben-David, I., Li, J., Rossi, A., and Song, Yang, (forthcoming). Review of Financial Studies,
  4. Obfuscation in Mutual Funds
    Journal Article:de Haan, E., Song, Y., Xie, C., and Zhu, C., (forthcoming). Journal of Accounting and Economics,
  5. The Mismatch Between Mutual Fund Scale and Skill
    Journal Article:Song, Y., (2020). Journal of Finance, Vol. 75(5), pp. 2555-2589.
  6. Funding Value Adjustments
    Journal Article:Andersen, L., Duffie, D., and Song, Yang, (2019). Journal of Finance, Vol. 74(1), pp. 145-192.

Working Papers

Dealer Funding Costs: Implications for the Term Structure of Dividend Risk Premia
Flow-induced Trades and Asset Pricing Factors with Shiyang Huang and Hong Xiang
Fragile Factor Premia with Shiyang Huang and Hong Xiang
The Intermediary Rat Race with Yu An and Xingtan Zhang
Performance Evaluation with Latent Factors with Qingyuan Zhao

Courses Taught

FIN 460 Investments