| The binomial option pricing model: The trouble with dividends YS Tian International Journal of Financial Engineering 10 (04), 2350039, 2023 | | 2023 |
| Industry co-agglomeration, executive mobility and compensation M Broman, DK Nandy, YS Tian Review of Quantitative Finance and Accounting 61 (3), 817-854, 2023 | | 2023 |
| The Binomial Option Pricing Model: a Flaw and How to Fix It YS Tian Available at SSRN 4409911, 2023 | | 2023 |
| Analoging the digital: Designing better binary option contracts YS Tian Financial Markets, Institutions & Instruments 30 (4), 113-128, 2021 | | 2021 |
| Enhancing managerial equity incentives with moving average payoffs YS Tian Journal of Futures Markets 40 (10), 1562-1583, 2020 | 3 | 2020 |
| Forthcoming Journal of Futures Markets YS Tian | | 2020 |
| Director networks and initial public offerings Y Feng, K Song, YS Tian Journal of Banking & Finance 106, 246-264, 2019 | 27 | 2019 |
| Managerial gaming of stock and option grants YS Tian Financial Markets, Institutions & Instruments 26 (3), 127-152, 2017 | 4 | 2017 |
| Industry Co-agglomeration, Job Relocation, and Executive Compensation M Broman, DK Nandy, YS Tian | | 2016 |
| Job relocation, geographic segmentation, and executive compensation M Broman, D Nandy, Y Tian Annual Meeting of the 2015 Financial Management Association, 2015 | 1 | 2015 |
| Implied binomial trees with cubic spline smoothing YS Tian Journal of Derivatives 22 (3), 40, 2015 | 6 | 2015 |
| Executive compensation and the corporate spin-off decision Y Feng, DK Nandy, YS Tian Journal of Economics and Business 77, 94-117, 2015 | 21 | 2015 |
| Director Network, Institutional Investors and Initial Public Offerings Y Feng, K Song, YS Tian | | 2014 |
| Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices YS Tian Journal of Banking & Finance 37 (2), 415-432, 2013 | 38 | 2013 |
| Excess co-movement and limits-to-arbitrage: Evidence from exchange-traded funds MS Broman Work. Pap., Schulich Sch. Bus., York Univ, 2013 | 5 | 2013 |
| A random walk down the options market GJ Jiang, YS Tian Journal of Futures Markets 32 (6), 505-535, 2012 | 12 | 2012 |
| An Efficient Implementation of Implied Binomial Trees YS Tian Working paper, 2012 | 2 | 2012 |
| Extracting risk-neutral density and its moments from American option prices YS Tian Journal of Derivatives 18 (3), 17, 2011 | 31 | 2011 |
| Misreaction or misspecification? A re-examination of volatility anomalies GJ Jiang, YS Tian Journal of Banking & Finance 34 (10), 2358-2369, 2010 | 15 | 2010 |
| Forecasting volatility using long memory and comovements: An application to option valuation under SFAS 123R GJ Jiang, YS Tian Journal of financial and Quantitative Analysis 45 (2), 503-533, 2010 | 20 | 2010 |
Harley RyanTruist Professor of Capital Markets, Georgia State UniversityVerified email at gsu.edu