Yan Lu

University of Central Florida - College of Business Administration

Assistant Professor

PO Box 161400

Orlando, FL 32816

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 4,367

in Total Papers Downloads

8,245

CITATIONS

0

Scholarly Papers (8)

1.

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 615 (16,472)

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

2.

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 100 (144,218)

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

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 55 (340,060)

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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 (607,468)
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earnings announcements, uncertainty resolution, option implied distributions, tail risk

4.

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
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Asset Managers, Personal Real Estate

5.

Do Alpha Males Deliver Alpha? Testosterone and Hedge Funds

Number of pages: 47 Posted: 18 Jan 2018 Last Revised: 28 Jan 2018
Yan Lu and Melvyn Teo
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
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hedge funds, alpha, testosterone, facial width-to-height, masculine, disposition effect, operational risk

6.

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
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Sensation seeking, Hedge funds, Risk, Operational risk

7.

Presidential Elections, Political Sensitivity, and Hedge Fund Performance

Number of pages: 44 Posted: 08 Nov 2016 Last Revised: 18 Nov 2016
Department of Finance, University of Central Florida, University of Miami - School of Business Administration, University of Central Florida - College of Business Administration and Department of Finance, University of Central Florida
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Hedge funds, political sensitivity, Presidential elections, portfolio adjustments, performance evaluation, managerial skill.

8.

Are Hedge Fund Managers’ Charitable Donations Strategic?

Number of pages: 50 Posted: 14 Dec 2015 Last Revised: 21 Apr 2018
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
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hedge funds, charitable donations, strategic giving