Yan Lu

University of Central Florida-Department of Finance

Assistant Professor

PO Box 161400

Orlando, FL 32816

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 8,169

SSRN RANKINGS

Top 8,169

in Total Papers Downloads

4,715

CITATIONS

0

Scholarly Papers (6)

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 Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 615 (16,611)

Abstract:

Loading...

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 Alabama - Department of Economics, Finance and Legal Studies
Downloads 100 (142,795)

Abstract:

Loading...

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 Alabama - Department of Economics, Finance and Legal Studies
Downloads 43 (364,465)

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-Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1 (587,527)
  • Add to Cart

Abstract:

Loading...

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

4.

Sensation-Seeking Hedge Fund Managers

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 57 Posted: 10 Dec 2016 Last Revised: 02 Nov 2017
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida-Department of Finance, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (2,350)

Abstract:

Loading...

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 (228,097)

Abstract:

Loading...

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

6.

Are Hedge Fund Managers’ Charitable Donations Strategic?

Number of pages: 37 Posted: 14 Dec 2015 Last Revised: 31 Oct 2017
Georgia State University, University of Central Florida-Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 0 (521,822)

Abstract:

Loading...

hedge funds, charitable donations, strategic giving