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Yu, Fan


 SSRN Author Rank: 1,751 by Downloads
 Associate 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
10,784
Total
Citations
418
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
2,094
(3,170)
43

2.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
22 Mar 05
1,777
(4,234)
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
1,442
(6,090)
72

4.  
The Information Content of Option-Implied Volatility for Credit Default Swap Valuation | Show Abstract | Download |
FDIC Center for Financial Research, Working Paper No. 2007-08
Working Paper Series
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
1,085
(9,730)
38

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
944
(12,077)
102

6.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
06 May 05
667
(20,231)
11

7.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
23 Jan 03
547
(26,632)
63

8.  
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
18 Dec 01
508
(29,378)
9

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
357
(45,782)
21

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
348
(47,155)
3

11.  
The Market for Corporate Control and the Cost of Debt | Show Abstract | Download |
Journal of Financial Economics, Forthcoming, Robert Day School of Economics and Finance Research Paper No. 2009-11
Accepted Paper Series
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
310
(54,211)
12

12.  
Endogenous Liquidity in Credit Derivatives | Show Abstract | Download |
AFA 2012 Chicago Meetings Paper
Working Paper Series
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
308
(54,626)
8

13.  
The Determinants of Operational Risk in U.S. Financial Institutions | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), 46(6), pp. 1683-1725, 2011
Accepted Paper Series
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
197
(88,620)
5

14.  
Credit Derivatives and Earnings Announcements | Show Abstract | Download |
Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2012-03
Working Paper Series
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:
11 May 13
196
(88,620)
 

15.  
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
4
(379,766)
 

16.  
Pricing Credit Default Swaps with Option-Implied Volatility | Show Abstract |
Financial Analysts Journal, Vol. 67, No. 4, 2011
Accepted Paper Series
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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