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Fan Yu

SSRN Author Rank: 2,051 by Downloads and 1,378 by Citations

 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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. Fan Yu's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,068
Total
Citations
398
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
2,221
(3,716)
42

2.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
22 Mar 05
1,896
(5,206)
29

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
1,513
(7,753)
69

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
1,143
(11,728)
35

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
969
(15,720)
101

6.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
06 May 05
697
(25,471)
10

7.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
18 Dec 01
561
(34,272)
10

8.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
23 Jan 03
558
(34,508)
58

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
411
(50,889)
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
365
(56,468)
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
341
(58,329)
6

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
322
(64,860)
8

13.  
Credit Derivatives and Analyst Behavior | 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: 59
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:
09 Dec 15
286
(54,093)
 

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
250
(66,684)
5

15.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Ye, Xiaoxia
University of Bradford - School of Management
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
02 Oct 12
Last Revised:
13 Jan 15
69
(227,795)
 

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
Xiamen University - Department of Finance
Posted:
27 Nov 13
Last Revised:
12 Oct 15
58
(236,662)
 

17.  
Modeling Municipal Yields with (and without) Bond Insurance | Show Abstract | Download This Paper | Open PDF in Browser |
Claremont McKenna College Robert Day School of Economics and Finance Research Paper
Number of Pages in PDF File: 58
Namvar, Ethan
University of California, Berkeley - Haas School of Business
Ye, Xiaoxia
University of Bradford - School of Management
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
12 Oct 15
Last Revised:
01 Dec 15
0
(337,246)
 

18.  
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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