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Yu, Fan


 SSRN Author Rank: 1,882 by Downloads
 Professor of Financial Economics
 

Claremont McKenna College - Robert Day School of Economics and Finance


 500 E. Ninth St.
 Claremont, CA 91711-6420
 United States
 (909)607-3345 (Phone)
 HOME PAGE: http://www.cmc.edu/academic/faculty/profile.asp?Fac=553
 email address


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. Yu, Fan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,398
Total
Citations
419
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Duarte, Jefferson
Rice University
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
28 Dec 05
2,201
(3,366)
43

2.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
22 Mar 05
1,856
(4,528)
31

3.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Lando, David
Copenhagen Business School - Department of Finance
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
01 Jan 01
Last Revised:
20 Jan 05
1,459
(6,868)
71

4.  
The Information Content of Option-Implied Volatility for Credit Default Swap Valuation | Show Abstract | Download This Paper | Open PDF in Browser |
FDIC Center for Financial Research, Working Paper No. 2007-08
Number of Pages in PDF File: 38
Cao, Charles
Pennsylvania State University
Zhong, Zhaodong
Rutgers University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
11 Mar 06
Last Revised:
15 Nov 12
1,125
(10,569)
40

5.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
01 Jan 00
955
(13,611)
102

6.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
06 May 05
682
(22,444)
10

7.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
23 Jan 03
555
(29,876)
63

8.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
18 Dec 01
534
(31,394)
10

9.   Incl. Electronic Paper
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
28 Dec 05
Last Revised:
02 Oct 07
384
(47,680)
22

10.  
Duarte, Jefferson
Rice University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Young, Lance A.
University of Washington - Department of Finance and Business Economics
Posted:
26 Mar 08
Last Revised:
29 Mar 08
359
(51,793)
3

11.  
Endogenous Liquidity in Credit Derivatives | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2012 Chicago Meetings Paper
Number of Pages in PDF File: 47
Qiu, Jiaping
McMaster University - Michael G. DeGroote School of Business
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
15 Mar 11
337
(55,843)
7

12.  
The Market for Corporate Control and the Cost of Debt | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, Forthcoming, Robert Day School of Economics and Finance Research Paper No. 2009-11
Number of Pages in PDF File: 51
Qiu, Jiaping
McMaster University - Michael G. DeGroote School of Business
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
19 Jan 09
321
(59,148)
12

13.  
Credit Derivatives and Earnings Announcements | Show Abstract | Download This Paper | Open PDF in Browser |
Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2012-03
Number of Pages in PDF File: 48
Batta, George E.
Claremont McKenna College - Robert Day School of Economics and Finance
Qiu, Jiaping
McMaster University - Michael G. DeGroote School of Business
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
11 Mar 12
Last Revised:
26 Oct 14
270
(71,702)
 

14.  
The Determinants of Operational Risk in U.S. Financial Institutions | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), 46(6), pp. 1683-1725, 2011
Number of Pages in PDF File: 43
Chernobai, Anna
Syracuse University - M. J. Whitman School of Management
Jorion, Philippe
University of California, Irvine - Paul Merage School of Business
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
17 Mar 09
Last Revised:
24 Sep 12
237
(82,397)
5

15.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Ye, Xiaoxia
Stockholm Business School, Stockholm University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
02 Oct 12
Last Revised:
13 Jan 15
68
(220,727)
 

16.  
Wang, Honglin
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Zhou, Yinggang
The Chinese University of Hong Kong
Posted:
27 Nov 13
Last Revised:
02 Jul 14
55
(245,963)
 

17.  
Cao, Charles
Pennsylvania State University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Zhong, Zhaodong
Rutgers University
Posted:
09 Aug 11
Last Revised:
11 Sep 11
 


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