Yinan Su

Johns Hopkins University - Carey Business School

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 8,422

SSRN RANKINGS

Top 8,422

in Total Papers Downloads

6,565

SSRN CITATIONS
Rank 13,247

SSRN RANKINGS

Top 13,247

in Total Papers Citations

58

CROSSREF CITATIONS

29

Scholarly Papers (5)

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 3,594 (3,382)
Citation 15

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 2,528 (6,191)
Citation 20

Abstract:

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

3.

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 223 (163,054)
Citation 1

Abstract:

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4.

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 186 (192,777)

Abstract:

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Production Network, Shock Transmission, General Equilibrium Effect, Reflection

5.

Characteristics are Covariances: A Unified Model of Risk and Return

NBER Working Paper No. w24540
Number of pages: 60 Posted: 23 Apr 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 34 (526,097)
Citation 52

Abstract:

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