Yan Lu

University of Central Florida-Department of Finance

Assistant Professor

PO Box 161400

Orlando, FL 32816

United States

SCHOLARLY PAPERS

5

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CITATIONS

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Scholarly Papers (5)

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-Department of Finance, University of Florida - Warrington College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 615 (16,636)

Abstract:

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-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 100 (145,505)

Abstract:

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-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 43 (359,341)

Abstract:

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-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 1 (579,951)
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Abstract:

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

4.

Sensation-Seeking Hedge Funds

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 44 Posted: 10 Dec 2016 Last Revised: 06 Jul 2017
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida-Department of Finance, University of Florida - Warrington College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (2,436)

Abstract:

Sensation seeking, Hedge funds, Risk, Operational risk

5.

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-Department of Finance and Department of Finance, University of Central Florida
Downloads 0 (234,086)

Abstract:

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