Yinan Su

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Bryan KellyYale School of ManagementVerified email at yale.edu
Seth PruittArizona State University, Finance DepartmentVerified email at asu.edu
Leland BybeeYale School of ManagementVerified email at yale.edu
Yu AnJohns Hopkins University Carey Business SchoolVerified email at jhu.edu
Chen WangUniversity of Notre DameVerified email at nd.edu
Federico M BandiProfessor of Economics and Finance, Johns Hopkins UniversityVerified email at jhu.edu
Tobias J. MoskowitzYale UniversityVerified email at yale.edu
Chao ZHANG (张超)HKUST (GZ)Verified email at hkust-gz.edu.cn

Yinan Su

Verified email at jhu.edu - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Characteristics Are Covariances: A Unified Model of Risk and Return B Kelly, S Pruitt, Y Su Journal of Financial Economics, 2018	724	2018
Instrumented principal component analysis BT Kelly, S Pruitt, Y Su Available at SSRN 2983919, 2020	122	2020
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text L Bybee, BT Kelly, Y Su The Review of Financial Studies, 2023	49	2023
Flow-based asset pricing: A factor framework of cross-sectional price impacts Y An, Y Su, C Wang Working paper, Johns Hopkins University, 2022	5*	2022
The Reflection Channel of Shock Transmission in Production Networks Y Su Available at SSRN 3060965, 2017	3	2017
Interbank Runs: A Network Model of Systemic Liquidity Crunches Y Su	2	2018
Trading Volume Alpha R Goyenko, BT Kelly, TJ Moskowitz, Y Su, C Zhang Available at SSRN 4802345, 2024	1	2024
Conditional Spectral Methods FM Bandi, Y Su Available at SSRN, 2022	1	2022

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