Yinan Su

Johns Hopkins University - Carey Business School

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

6

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Top 6,563

in Total Papers Downloads

8,704

SSRN CITATIONS
Rank 12,199

SSRN RANKINGS

Top 12,199

in Total Papers Citations

68

CROSSREF CITATIONS

31

Scholarly Papers (6)

1.

Characteristics Are Covariances: A Unified Model of Risk and Return

Number of pages: 58 Posted: 07 Sep 2017 Last Revised: 20 Oct 2018
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 4,245 (2,867)
Citation 18

Abstract:

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Cross section of returns, latent factors, anomaly, factor model, conditional betas, PCA, BARRA

2.

Instrumented Principal Component Analysis

Number of pages: 71 Posted: 09 Jun 2017 Last Revised: 28 Dec 2020
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 3,403 (4,186)
Citation 25

Abstract:

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factor model, principal components, tensor, asymptotic theory, international macroeconomics, dynamic loading

3.

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text

Johns Hopkins Carey Business School Research Paper No. 21-09
Number of pages: 58 Posted: 02 Aug 2021 Last Revised: 14 Sep 2021
Yale School of Management, Yale SOM and Johns Hopkins University - Carey Business School
Downloads 543 (65,774)

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news, narratives, textual analysis, cross section of returns, ICAPM, factor model, IPCA, variable selection

4.

Interbank Runs: A Network Model of Systemic Liquidity Crunches

Number of pages: 73 Posted: 27 Jan 2018
Yinan Su
Johns Hopkins University - Carey Business School
Downloads 249 (157,623)
Citation 1

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5.

The Reflection Channel of Shock Transmission in Production Networks

Number of pages: 48 Posted: 31 Oct 2017
Yinan Su
Johns Hopkins University - Carey Business School
Downloads 201 (193,118)

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Production Network, Shock Transmission, General Equilibrium Effect, Reflection

6.

Characteristics are Covariances: A Unified Model of Risk and Return

Number of pages: 60 Posted: 23 Apr 2018 Last Revised: 22 Jul 2021
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 63 (436,902)
Citation 52

Abstract:

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