Yu An

Johns Hopkins Carey Business School

Assistant Professor of Finance

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 26,889

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Top 26,889

in Total Papers Downloads

2,811

SSRN CITATIONS
Rank 40,507

SSRN RANKINGS

Top 40,507

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.

Immediacy Provision and Matchmaking

Number of pages: 81 Posted: 14 Nov 2016 Last Revised: 20 Jan 2022
Yu An and Zeyu Zheng
Johns Hopkins Carey Business School and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 553 (74,151)
Citation 2

Abstract:

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Immediacy Provision, Matchmaking, Welfare, Volcker Rule, Asset Heterogeneity

2.

Competing with Inventory in Dealership Markets

Number of pages: 67 Posted: 13 Aug 2021 Last Revised: 02 Sep 2022
Yu An
Johns Hopkins Carey Business School
Downloads 550 (74,646)
Citation 9

Abstract:

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inventory benefit, trade competition, liquidity provision, inventory management, inventory cost

3.

Flow-Based Asset Pricing: A Factor Framework of Cross-sectional Price Impacts

Number of pages: 78 Posted: 06 May 2022 Last Revised: 27 Oct 2022
Yu An, Yinan Su and Chen Wang
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School and University of Notre Dame - Mendoza College of Business
Downloads 428 (101,158)

Abstract:

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cross section, factor, flow, price impact, risk

4.

Reducible Intermediation Chains

Number of pages: 40 Posted: 28 Mar 2016 Last Revised: 30 Oct 2019
Johns Hopkins Carey Business School, University of Washington - Michael G. Foster School of Business and University of Colorado at Boulder - Department of Finance
Downloads 285 (157,249)

Abstract:

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Intermediation chain, Search frictions, Over-the-counter

5.

Shadow Bank and Fintech Mortgage Securitization

Johns Hopkins Carey Business School Research Paper No. 21-06
Number of pages: 49 Posted: 15 Jul 2021 Last Revised: 25 Apr 2022
Johns Hopkins Carey Business School, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School
Downloads 231 (193,611)

Abstract:

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Agency MBS, Bank, Fintech, Liquidity, Securitization, Shadow Bank

6.

Flow-Based Arbitrage Pricing Theory

Number of pages: 54 Posted: 06 May 2022 Last Revised: 22 Nov 2022
Yu An
Johns Hopkins Carey Business School
Downloads 220 (202,782)

Abstract:

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arbitrage, flow, price impact, risk, stochastic discount factor

7.

Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementation?

Johns Hopkins Carey Business School Research Paper No. 20-05
Number of pages: 61 Posted: 07 Aug 2020 Last Revised: 10 Oct 2022
Yu An and Zhaogang Song
Johns Hopkins Carey Business School and Johns Hopkins University - Carey Business School
Downloads 192 (229,576)
Citation 1

Abstract:

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Dealer inventory, Discriminatory pricing, Market power, MBS, Monetary policy

8.

TBA Trading and Security Issuance in the Agency MBS Market

Number of pages: 59 Posted: 21 Dec 2020 Last Revised: 04 Nov 2022
Yu An, Wei Li and Zhaogang Song
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 182 (240,496)
Citation 3

Abstract:

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Cohort, MBS, Security design, Specified pool, TBA.

9.

Index Providers: Whales Behind the Scenes of ETFs

Number of pages: 60 Posted: 01 Jun 2021 Last Revised: 19 Aug 2022
Johns Hopkins Carey Business School, University of California, Berkeley - Haas School of Business and University of Washington - Michael G. Foster School of Business
Downloads 94 (394,871)

Abstract:

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Index providers, market power, ETFs

10.

An Equilibrium Factor Model of Price Impacts

Number of pages: 48 Posted: 23 Nov 2022
Yu An and Zeyu Zheng
Johns Hopkins Carey Business School and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 76 (451,580)

Abstract:

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Dynamic, factor, flow, price impact, risk