Philip Yan

Quantitative Investment Strategies, Goldman Sachs Asset Management

Vice President

200 West Street

New York, NY 10282

United States

SCHOLARLY PAPERS

2

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Top 13,280

in Total Papers Downloads

3,732

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.
Downloads 2,553 ( 5,048)
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
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 2,523 (5,054)
Citation 1

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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
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 30 (497,803)
Citation 1

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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 1,179 (17,683)
Citation 9

Abstract:

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