Yan Zhao

City College - City University of New York

Assistant Professor in Finance

Convert Avenue at 138th Street

New York, NY 10031

United States

SCHOLARLY PAPERS

13

DOWNLOADS

707

SSRN CITATIONS
Rank 36,875

SSRN RANKINGS

Top 36,875

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (13)

A New Methodology of Measuring Firm Life-Cycle Stages

International Journal of Economic Perspectives, 2010, Volume 4, Issue 4, 579-587
Number of pages: 9 Posted: 12 May 2015
Zhipeng Yan and Yan Zhao
New Jersey Institute of Technology and City College - City University of New York
Downloads 65 (347,324)

Abstract:

Loading...

2.
Downloads 105 (256,731)

Industry Herding and Momentum

Journal of Investing, Vol. 21, 89-96
Number of pages: 8 Posted: 15 Jan 2019
Zhipeng Yan, Yan Zhao and Libo Sun
New Jersey Institute of Technology, City College - City University of New York and California State Polytechnic University, Pomona - Finance, Real Estate and Law Department
Downloads 105 (258,235)

Abstract:

Loading...

Herding, Momentum, Industry

Industry Herding and Momentum

Journal of Investing, Vol. 21, 2012, https://doi.org/10.3905/joi.2012.21.1.089
Posted: 21 May 2019
Zhipeng Yan, Yan Zhao and Libo Sun
New Jersey Institute of Technology, City College - City University of New York and California State Polytechnic University, Pomona - Finance, Real Estate and Law Department
Downloads 0 (118,068)

Abstract:

Loading...

Earnings Response Elasticity and Post-Earnings-Announcement Drift

Journal of Asset Management, 2012
Number of pages: 36 Posted: 02 May 2015 Last Revised: 12 May 2015
New Jersey Institute of Technology, City College - City University of New York, New Jersey Institute of Technology and National Chung Cheng University
Downloads 59 (365,139)

Abstract:

Loading...

Earnings Response Elasticity and Post-Earnings-Announcement Drift

Journal of Asset Management Vol. 13, 4, 287–305
Number of pages: 36 Posted: 17 Jan 2019
New Jersey Institute of Technology, City College - City University of New York, New Jersey Institute of Technology and National Chung Cheng University
Downloads 45 (413,847)
Citation 1

Abstract:

Loading...

earnings surprise; post earnings announcement drifts

4.

When Two Anomalies Meet: The Post-Earnings Announcement Drift and the Value-Glamour Anomaly

Financial Analysts Journal, Vol. 67, No. 6, 2011
Number of pages: 15 Posted: 02 May 2015
Zhipeng Yan and Yan Zhao
New Jersey Institute of Technology and City College - City University of New York
Downloads 96 (272,554)

Abstract:

Loading...

5.

Investor Inattention and Under-Reaction to Repurchase Announcements

THE JOURNAL OF BEHAVIORAL FINANCE, 16: 267–277
Number of pages: 29 Posted: 12 May 2015 Last Revised: 09 Jan 2019
National Chung Cheng University, New Jersey Institute of Technology and City College - City University of New York
Downloads 91 (282,131)

Abstract:

Loading...

Investor inattention, Repurchase announcements, Underreaction

6.

Sophisticated Investor Attention and Market Reaction to Earnings Announcements: Evidence from the SEC’s EDGAR Log Files

Journal of Behavioral Finance, Forthcoming
Number of pages: 38 Posted: 14 Jan 2019
Shanghai Lixin University of Commerce, Quinnipiac University, New Jersey Institute of Technology and City College - City University of New York
Downloads 74 (319,714)

Abstract:

Loading...

SEC’s EDGAR Log Files; Investor Attention; Earnings Response Coefficient; Post-Earnings-Announcement Drift; Attention-Based Portfolio

7.

International Diversification: Simple or Optimization Strategies?

International Journal of Finance, Vol. 25, No. 1, p. 7542, 2013
Number of pages: 33 Posted: 12 May 2015
Zhipeng Yan and Yan Zhao
New Jersey Institute of Technology and City College - City University of New York
Downloads 55 (372,556)

Abstract:

Loading...

8.

Short Sales, Margin Trades and Bid-Ask Spreads

Pacific-Basin Finance Journal, Vol. 24, 2013
Number of pages: 22 Posted: 02 May 2015
City College - City University of New York, National Chung Cheng University, Asia University and Asia University
Downloads 48 (395,674)

Abstract:

Loading...

9.

Short Selling Activity, Price Efficiency and Fundamental Value of IPO Stocks

Pacific-Basin Finance Journal, Vol. 20, 2012
Number of pages: 16 Posted: 14 May 2015
National Chung Cheng University, New Jersey Institute of Technology, City College - City University of New York and National Chung Cheng University - Department of Finance
Downloads 27 (483,233)

Abstract:

Loading...

10.

Stock Performance and Insider Trading in Completed and Canceled Private Placements

Asia-Pacific Journal of Financial Studies, Forthcoming
Number of pages: 29 Posted: 14 Jan 2019
National Chung Cheng University, National Chung Cheng University, National Chung Cheng University and City College - City University of New York
Downloads 17 (540,440)
Citation 2

Abstract:

Loading...

Private Equity Placements; Insider Trading; Long-Run Stock Performance

11.

Market Reactions to Private Equity Announcements and Intra-Industry Information Spillover

Managerial Finance, Vol. 42 No. 7, 722-742
Number of pages: 24 Posted: 28 Jan 2019
Hubei University of Economics, National Chung Cheng University, National Chung Cheng University and City College - City University of New York
Downloads 12 (570,792)

Abstract:

Loading...

Intra-Industry Information Spillover, Private Equity Placements

12.

New Evidence on Value Investing in Emerging Equity Markets

Applied Financial Economics, Vol. 20, No. 24, 2010
Number of pages: 25 Posted: 02 May 2015 Last Revised: 17 Jan 2019
Yan Zhao and Zhipeng Yan
City College - City University of New York and New Jersey Institute of Technology
Downloads 7 (602,657)

Abstract:

Loading...

13.

Daily Short Covering Activity and the Weekend Effect: Evidence From Taiwan

Pacific-Basin Finance Journal, Vol. 36, 2016
Number of pages: 44 Posted: 17 Mar 2019
New Jersey Institute of Technology, National Chung Cheng University, City College - City University of New York and National Chung Cheng University
Downloads 6 (609,269)

Abstract:

Loading...

Weekend Effect, Short Covering, Short Selling