Philip Yan

Quantitative Investment Strategies, Goldman Sachs Asset Management

Managing Director

200 West Street

New York, NY 10282

United States

  • Quantitative Investment Strategies, Goldman Sachs Asset Management

SCHOLARLY PAPERS

2

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13

Scholarly Papers (2)

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1.

Days to Cover and Stock Returns

Downloads 3,268 ( 8,107)
Citation 2

Days to Cover and Stock Returns

29th Australasian Finance and Banking Conference 2016
Number of pages: 63 Posted: 26 Feb 2015 Last Revised: 11 Nov 2016
Harrison G. Hong, Frank Weikai Li, Sophie Xiaoyan Ni, José A. Scheinkman and Philip Yan
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Baptist University (HKBU), Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management
Downloads 3,094 (8,663)
Citation 2

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Days to Cover, Crowded Trades, Stock Returns

Days to Cover and Stock Returns

NBER Working Paper No. w21166
Number of pages: 51 Posted: 18 May 2015 Last Revised: 03 May 2023
Harrison G. Hong, Frank Weikai Li, Sophie Xiaoyan Ni, José A. Scheinkman and Philip Yan
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Baptist University (HKBU), Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management
Downloads 174 (371,705)

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2.

Crowded Trades, Short Covering, and Momentum Crashes

Number of pages: 40 Posted: 04 Mar 2014
Philip Yan
Quantitative Investment Strategies, Goldman Sachs Asset Management
Downloads 1,737 (22,097)
Citation 11

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momentum, momentum crashes, crowded trades, short covering, short squeeze