Yu An

Johns Hopkins Carey Business School

Assistant Professor of Finance

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 26,295

SSRN RANKINGS

Top 26,295

in Total Papers Downloads

2,657

SSRN CITATIONS
Rank 40,504

SSRN RANKINGS

Top 40,504

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Index Providers: Whales Behind the Scenes of ETFs

Number of pages: 54 Posted: 01 Jun 2021 Last Revised: 28 Jan 2022
Johns Hopkins Carey Business School, University of California, Berkeley - Haas School of BusinessLondon School of Economics & Political Science (LSE) - London School of Economics and University of Washington - Michael G. Foster School of Business
Downloads 772 (44,745)

Abstract:

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Index providers, market power, ETFs

2.

Immediacy Provision and Matchmaking

Number of pages: 81 Posted: 14 Nov 2016 Last Revised: 20 Jan 2022
Yu An and Zeyu Zheng
Johns Hopkins Carey Business School and University of California, Berkeley
Downloads 511 (76,080)
Citation 2

Abstract:

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Immediacy Provision, Matchmaking, Welfare, Volcker Rule, Asset Heterogeneity

3.

Competing with Inventory in Dealership Markets

Number of pages: 67 Posted: 13 Aug 2021 Last Revised: 20 Aug 2021
Yu An
Johns Hopkins Carey Business School
Downloads 509 (76,418)
Citation 9

Abstract:

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inventory benefit, trade competition, liquidity provision, inventory management, inventory cost

4.

Reducible Intermediation Chains

Number of pages: 40 Posted: 28 Mar 2016 Last Revised: 30 Oct 2019
Johns Hopkins Carey Business School, University of Washington - Michael G. Foster School of Business and University of Colorado at Boulder - Department of Finance
Downloads 267 (156,897)

Abstract:

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Intermediation chain, Search frictions, Over-the-counter

5.

Shadow Bank and Fintech Mortgage Securitization

Johns Hopkins Carey Business School Research Paper No. 21-06
Number of pages: 49 Posted: 15 Jul 2021 Last Revised: 25 Apr 2022
Johns Hopkins Carey Business School, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School
Downloads 187 (219,436)

Abstract:

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Agency MBS, Bank, Fintech, Liquidity, Securitization, Shadow Bank

6.

Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations?

Johns Hopkins Carey Business School Research Paper No. 20-05
Number of pages: 54 Posted: 07 Aug 2020 Last Revised: 29 Apr 2022
Yu An and Zhaogang Song
Johns Hopkins Carey Business School and Johns Hopkins University - Carey Business School
Downloads 156 (255,815)
Citation 1

Abstract:

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Dealer inventory, Discriminatory pricing, Market power, MBS, Monetary policy

7.

Cohort Trading and Security Design: Evidence from Agency MBS Markets

Number of pages: 76 Posted: 21 Dec 2020 Last Revised: 02 Feb 2022
Yu An, Wei Li and Zhaogang Song
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 143 (274,389)
Citation 3

Abstract:

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Cohort trading, MBS, Security design, Specified pool, TBA.

8.

Flow-Based Asset Pricing: Two Trading Desk Separation Theorem

Number of pages: 65 Posted: 06 May 2022 Last Revised: 11 May 2022
Yu An, Yinan Su and Chen Wang
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School and University of Notre Dame - Mendoza College of Business
Downloads 62 (465,581)

Abstract:

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asset pricing, cross section, flow, price impact, risk

9.

Flow-Based Arbitrage Pricing Theory

Number of pages: 65 Posted: 06 May 2022 Last Revised: 11 May 2022
Yu An
Johns Hopkins Carey Business School
Downloads 50 (513,383)

Abstract:

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arbitrage pricing, flow, price impact, risk, stochastic discount factor