Yan Lu

University of Central Florida - College of Business Administration

Assistant Professor

PO Box 161400

Orlando, FL 32816

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 3,583

SSRN RANKINGS

Top 3,583

in Total Papers Downloads

13,285

SSRN CITATIONS
Rank 27,201

SSRN RANKINGS

Top 27,201

in Total Papers Citations

29

CROSSREF CITATIONS

5

Scholarly Papers (12)

1.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,826 (2,146)
Citation 10

Abstract:

Loading...

Sensation seeking, Hedge funds, Risk, Operational risk

2.

Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 66 Posted: 18 Jan 2018 Last Revised: 15 Dec 2020
Yan Lu and Melvyn Teo
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,216 (2,718)
Citation 4

Abstract:

Loading...

hedge funds, alpha, facial width-to-height, testosterone, downside risk, fire sales, marriage, fatherhood, marketing intensity

3.

Limited Attention, Marital Events, and Hedge Funds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 18 Feb 2015 Last Revised: 20 Mar 2016
Yan Lu, Sugata Ray and Melvyn Teo
University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,336 (18,081)
Citation 9

Abstract:

Loading...

Hedge Funds, Limited Attention, Behavioral Finance, Disposition Effect, Marriage, Divorce

4.

Hedge Fund Hold 'em

Journal of Financial Markets, Forthcoming
Number of pages: 61 Posted: 31 May 2019 Last Revised: 14 Dec 2020
University of Central Florida - College of Business Administration, University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1,017 (27,025)
Citation 1

Abstract:

Loading...

Poker, Hedge funds, Investor flows, Alpha erosion

5.

Diverse Hedge Funds

Number of pages: 65 Posted: 18 Feb 2021 Last Revised: 22 Jun 2021
University of Central Florida - College of Business Administration, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
Downloads 760 (40,725)

Abstract:

Loading...

Diversity, Homophily, Nationality, Experience, Education, Gender, Race, Ethnicity, Behavioral biases, Capacity constraints, Performance persistence, Operational risk

6.

Are Hedge Fund Managers’ Charitable Donations Strategic?

Journal of Corporate Finance, Forthcoming
Number of pages: 60 Posted: 14 Dec 2015 Last Revised: 11 Dec 2020
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 284 (132,599)
Citation 1

Abstract:

Loading...

Hedge funds, Philanthropy, Trust, Charitable Donations, Capital Formation, Corporate Social Responsibility (CSR)

7.

Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds

Number of pages: 43 Posted: 27 Aug 2013 Last Revised: 12 Feb 2014
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 225 (167,104)
Citation 2

Abstract:

Loading...

hedge funds, funds of hedge funds (FOF), simultaneous management

8.

Paying for Performance in Public Pension Plans

Number of pages: 58 Posted: 18 Feb 2021
University of Central Florida - College of Business Administration, University of Central Florida and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 195 (190,937)

Abstract:

Loading...

Public pension fund performance, compensation, incentives

9.

Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill

University of Miami Business School Research Paper No. 2865206
Number of pages: 68 Posted: 08 Nov 2016 Last Revised: 06 Aug 2020
Department of Finance, University of Central Florida, University of Miami - Miami Herbert Business School, University of Central Florida - College of Business Administration and Department of Finance, University of Central Florida
Downloads 178 (206,981)

Abstract:

Loading...

Hedge funds, political sensitivity, Presidential elections, portfolio adjustments, performance evaluation, managerial skill.

10.

Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets

Marketing Science, Forthcoming
Number of pages: 55 Posted: 25 Mar 2019
University of Central Florida - College of Business Administration, University of Connecticut - Department of Marketing, University of Pennsylvania - Finance Department and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 90 (344,539)

Abstract:

Loading...

Umbrella Branding, Advertising Regulation, Natural Experiment, Financial Services Marketing, Public Policy

Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases

Forthcoming, Journal of Business Finance & Accounting
Number of pages: 32 Posted: 24 Jan 2011 Last Revised: 29 Jul 2016
Yan Lu and Sugata Ray
University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 79 (376,501)

Abstract:

Loading...

Earnings Announcements, Option Implied Distributions, Tail Risk

Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases

Journal of Business Finance & Accounting, Vol. 43, Issue 7-8, pp. 830-848, 2016
Number of pages: 19 Posted: 30 Sep 2016
Yan Lu and Sugata Ray
University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1 (813,745)
Citation 1
  • Add to Cart

Abstract:

Loading...

earnings announcements, uncertainty resolution, option implied distributions, tail risk

12.

How Do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence From Professional Asset Managers

Number of pages: 42 Posted: 19 Mar 2018
University of Florida - Hough Graduate School of Business Administration, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 78 (375,424)
Citation 4

Abstract:

Loading...

Asset Managers, Personal Real Estate