Yan Lu

University of Central Florida - College of Business Administration

Assistant Professor

PO Box 161400

Orlando, FL 32816

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 3,536

SSRN RANKINGS

Top 3,536

in Total Papers Downloads

11,793

SSRN CITATIONS
Rank 29,616

SSRN RANKINGS

Top 29,616

in Total Papers Citations

21

CROSSREF CITATIONS

6

Scholarly Papers (10)

1.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,726 (1,922)
Citation 7

Abstract:

Loading...

Sensation seeking, Hedge funds, Risk, Operational risk

2.

Do Alpha Males Deliver Alpha? Testosterone and Hedge Funds

Number of pages: 58 Posted: 18 Jan 2018 Last Revised: 17 Aug 2020
Yan Lu and Melvyn Teo
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 3,939 (2,652)
Citation 3

Abstract:

Loading...

hedge funds, alpha, facial width-to-height, testosterone, downside risk, fire sales, marriage, fatherhood, marketing intensity

3.

Limited Attention, Marital Events, and Hedge Funds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 18 Feb 2015 Last Revised: 20 Mar 2016
Yan Lu, Sugata Ray and Melvyn Teo
University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,275 (17,114)
Citation 5

Abstract:

Loading...

Hedge Funds, Limited Attention, Behavioral Finance, Disposition Effect, Marriage, Divorce

4.

Hedge Fund Hold'em

Number of pages: 45 Posted: 31 May 2019 Last Revised: 07 Nov 2019
University of Central Florida - College of Business Administration, University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 949 (26,507)
Citation 1

Abstract:

Loading...

Poker, Hedge funds, Investor flows, Alpha erosion

Are Hedge Fund Managers’ Charitable Donations Strategic?

Number of pages: 52 Posted: 14 Dec 2015 Last Revised: 25 Oct 2018
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 237 (143,770)

Abstract:

Loading...

Hedge funds, Philanthropy, Goodwill, Trust, Altruism, Capital Formation

Are Hedge Fund Managers’ Charitable Donations Strategic?

Number of pages: 55 Posted: 03 Dec 2018
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 83 (334,007)
Citation 1

Abstract:

Loading...

Hedge funds, Philanthropy, Goodwill, Trust, Altruism, Capital Formation

6.

Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds

Number of pages: 43 Posted: 27 Aug 2013 Last Revised: 12 Feb 2014
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 216 (157,584)
Citation 2

Abstract:

Loading...

hedge funds, funds of hedge funds (FOF), simultaneous management

7.

Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill

University of Miami Business School Research Paper No. 2865206
Number of pages: 68 Posted: 08 Nov 2016 Last Revised: 06 Aug 2020
Department of Finance, University of Central Florida, University of Miami - Miami Herbert Business School, University of Central Florida - College of Business Administration and Department of Finance, University of Central Florida
Downloads 155 (211,819)

Abstract:

Loading...

Hedge funds, political sensitivity, Presidential elections, portfolio adjustments, performance evaluation, managerial skill.

Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases

Forthcoming, Journal of Business Finance & Accounting
Number of pages: 32 Posted: 24 Jan 2011 Last Revised: 29 Jul 2016
Yan Lu and Sugata Ray
University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 75 (354,937)

Abstract:

Loading...

Earnings Announcements, Option Implied Distributions, Tail Risk

Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases

Journal of Business Finance & Accounting, Vol. 43, Issue 7-8, pp. 830-848, 2016
Number of pages: 19 Posted: 30 Sep 2016
Yan Lu and Sugata Ray
University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1 (754,959)
Citation 1
  • Add to Cart

Abstract:

Loading...

earnings announcements, uncertainty resolution, option implied distributions, tail risk

9.

How Do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence From Professional Asset Managers

Number of pages: 42 Posted: 19 Mar 2018
University of Florida - Hough Graduate School of Business Administration, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 69 (367,629)
Citation 2

Abstract:

Loading...

Asset Managers, Personal Real Estate

10.

Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets

Marketing Science, Forthcoming
Number of pages: 55 Posted: 25 Mar 2019
University of Central Florida - College of Business Administration, University of Connecticut - Department of Marketing, University of Pennsylvania - Finance Department and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 68 (370,539)

Abstract:

Loading...

Umbrella Branding, Advertising Regulation, Natural Experiment, Financial Services Marketing, Public Policy