Yan Lu

University of Central Florida - College of Business Administration

Assistant Professor

PO Box 161400

Orlando, FL 32816

United States

  • University of Central Florida - College of Business Administration

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 4,669

SSRN RANKINGS

Top 4,669

in Total Papers Downloads

17,952

TOTAL CITATIONS
Rank 13,688

SSRN RANKINGS

Top 13,688

in Total Papers Citations

48

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018
Stephen J. Brown, Yan Lu, Sugata Ray and Melvyn Teo
New York University - 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 5,550 (3,337)
Citation 10

Abstract:

Loading...

Sensation seeking, Hedge funds, Risk, Operational risk

2.

Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 66 Posted: 18 Jan 2018 Last Revised: 15 Dec 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 4,839 (4,260)
Citation 4

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 1,703 (22,727)
Citation 9

Abstract:

Loading...

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

4.

Hedge Fund Hold 'em

Journal of Financial Markets, Forthcoming
Number of pages: 61 Posted: 31 May 2019 Last Revised: 14 Dec 2020
Yan Lu, Sandra Mortal and Sugata Ray
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 1,582 (25,483)
Citation 1

Abstract:

Loading...

Poker, Hedge funds, Investor flows, Alpha erosion

5.

Diverse Hedge Funds

Review of Financial Studies, forthcoming
Number of pages: 68 Posted: 18 Feb 2021 Last Revised: 21 Jun 2023
Yan Lu, Narayan Y. Naik and Melvyn Teo
University of Central Florida - College of Business Administration, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,418 (30,064)
Citation 9

Abstract:

Loading...

Diversity, Homophily, Experience, Education, Gender, Race, Ethnicity, Behavioral biases, Capacity constraints, Performance persistence, Operational risk

6.

Are Hedge Fund Managers’ Charitable Donations Strategic?

Journal of Corporate Finance, Forthcoming
Number of pages: 60 Posted: 14 Dec 2015 Last Revised: 11 Dec 2020
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University - J. Mack Robinson College of Business, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 469 (132,763)
Citation 5

Abstract:

Loading...

Hedge funds, Philanthropy, Trust, Charitable Donations, Capital Formation, Corporate Social Responsibility (CSR)

7.

Paying for Performance in Public Pension Plans

Forthcoming, Management Science, Wharton Pension Research Council Working Paper No. 2022-09
Number of pages: 68 Posted: 18 Feb 2021 Last Revised: 03 Aug 2022
Yan Lu, Kevin Mullally and Sugata Ray
University of Central Florida - College of Business Administration, University of Central Florida and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 451 (139,180)

Abstract:

Loading...

Public pension fund performance, compensation, incentives

8.

Race, Discrimination, and Hedge Funds

Number of pages: 64 Posted: 08 Apr 2022 Last Revised: 09 May 2024
Yan Lu, Narayan Y. Naik and Melvyn Teo
University of Central Florida - College of Business Administration, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
Downloads 440 (143,216)
Citation 1

Abstract:

Loading...

Race, Racial bias, Discrimination, Barriers to entry, Minorities, Homophily, Education, Hedge funds, Asian, Black, Latino

9.

Learning by Consuming

Number of pages: 60 Posted: 28 Oct 2022
Stephen J. Brown, Lei Kong, Yan Lu and Sugata Ray
New York University - Stern School of Business, University of Alabama - Department of Economics, Finance and Legal Studies, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 320 (204,253)

Abstract:

Loading...

Mutual Funds; Consumption; Learning; Automotive Stocks; Information

10.

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
Honghui Chen, Alok Kumar, Yan Lu and Ajai K. Singh
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 275 (239,811)
Citation 2

Abstract:

Loading...

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

11.

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
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University - J. Mack Robinson College of Business, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 263 (250,847)
Citation 2

Abstract:

Loading...

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

12.

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

Number of pages: 42 Posted: 19 Mar 2018
David C. Ling, Yan Lu and Sugata Ray
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 173 (373,450)
Citation 5

Abstract:

Loading...

Asset Managers, Personal Real Estate

13.

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

Marketing Science, Forthcoming
Number of pages: 55 Posted: 25 Mar 2019
Yan Lu, Debanjan Mitra, David K. Musto and Sugata Ray
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 161 (399,805)

Abstract:

Loading...

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

14.

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 143 (438,655)

Abstract:

Loading...

Earnings Announcements, Option Implied Distributions, Tail Risk

15.

Overseas Experience and Fund Performance: Evidence from Chinese Hedge Funds

Downloads 136 (456,641)

Overseas Experience and Fund Performance: Evidence from Chinese Hedge Funds

Number of pages: 52 Posted: 10 Sep 2024
Lu Li, Yan Lu, Sugata Ray and Hong Yan
Shanghai International Studies University, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 76 (692,358)

Abstract:

Loading...

Hedge fund managers, overseas work experience, performance evaluation

Overseas Experience and Fund Performance Evidence from Chinese Hedge Funds

Number of pages: 50 Posted: 14 Dec 2024
Yan Lu, Lu Li, Sugata Ray and Hong Yan
University of Central Florida - College of Business Administration, Shanghai International Studies University, University of Alabama - Department of Economics, Finance and Legal Studies and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 32 (1,042,338)

Abstract:

Loading...

Hedge fund managers, overseas work experience, performance evaluation

Overseas Experience and Fund Performance: Evidence from Chinese Hedge Funds

Number of pages: 52 Posted: 16 May 2024
Yan Lu, Sugata Ray, Hong Yan and Lu Li
University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai International Studies University
Downloads 28 (1,089,784)

Abstract:

Loading...

Hedge fund managers, overseas work experience, performance evaluation

16.

Attention Distraction or Competence Transfer? The Effect of Moonlighting by Chinese Hedge Fund Managers on Fund Performance

Number of pages: 46 Posted: 16 May 2024
Yuqian He, Yan Lu, Lu Li, Xueding Wang and Yating Ye
Shanghai University of Finance and Economics, University of Central Florida - College of Business Administration, Shanghai International Studies University, Shanghai University of Finance and Economics - School of Accountancy and Shanghai International Studies University
Downloads 29 (1,048,411)

Abstract:

Loading...

attention distraction, competence transfer, hedge fund manager, hedge fund performance