Följ
Yinan Su
Titel
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År
Characteristics Are Covariances: A Unified Model of Risk and Return
B Kelly, S Pruitt, Y Su
6752018
Instrumented principal component analysis
BT Kelly, S Pruitt, Y Su
Available at SSRN 2983919, 2020
1092020
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
L Bybee, BT Kelly, Y Su
Available at SSRN 3895277, 2021
382021
Flow-based asset pricing: A factor framework of cross-sectional price impacts
Y An, Y Su, C Wang
Working paper, Johns Hopkins University, 2022
32022
The Reflection Channel of Shock Transmission in Production Networks
Y Su
Available at SSRN 3060965, 2017
32017
Interbank Runs: A Network Model of Systemic Liquidity Crunches
Y Su
22018
Conditional Spectral Methods
FM Bandi, Y Su
Available at SSRN, 2022
12022
Trading Volume Alpha
R Goyenko, BT Kelly, TJ Moskowitz, Y Su, C Zhang
Available at SSRN 4802345, 2024
2024
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Artiklar 1–8