Philip Yan

Quantitative Investment Strategies, Goldman Sachs Asset Management

Managing Director

200 West Street

New York, NY 10282

United States

SCHOLARLY PAPERS

2

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Top 16,854

in Total Papers Downloads

4,273

SSRN CITATIONS
Rank 47,209

SSRN RANKINGS

Top 47,209

in Total Papers Citations

8

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.
Downloads 2,842 ( 6,446)
Citation 5

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
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 2,779 (6,565)
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: 02 May 2022
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 63 (482,189)
Citation 3

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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 1,431 (19,017)
Citation 11

Abstract:

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