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
- “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,
- “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,
- “Ratings-Driven Demand and Systematic Price Fluctuations“Journal Article:Ben-David, I., Li, J., Rossi, A., and Song, Yang, (forthcoming). Review of Financial Studies,
- “Obfuscation in Mutual Funds“Journal Article:de Haan, E., Song, Y., Xie, C., and Zhu, C., (forthcoming). Journal of Accounting and Economics,
- “The Mismatch Between Mutual Fund Scale and Skill“Journal Article:Song, Y., (2020). Journal of Finance, Vol. 75(5), pp. 2555-2589.
- “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