Yu An

Johns Hopkins Carey Business School

Assistant Professor of Finance

100 International Drive

Baltimore, MD 21202

United States

  • Johns Hopkins Carey Business School

SCHOLARLY PAPERS

10

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3,639

SSRN CITATIONS
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SSRN RANKINGS

Top 40,477

in Total Papers Citations

14

CROSSREF CITATIONS

5

Scholarly Papers (10)

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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 590 (74,610)
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 581 (76,103)
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: 65 Posted: 06 May 2022 Last Revised: 30 May 2023
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 559 (79,856)

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cross-section, factor, flow, price impact, risk

4.

Flow-Based Arbitrage Pricing Theory

Number of pages: 68 Posted: 06 May 2022 Last Revised: 28 Apr 2023
Yu An
Johns Hopkins Carey Business School
Downloads 374 (128,732)

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arbitrage, demand, flow, price impact, risk

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
Yu An, Lei Li, Haoyang Liu and Zhaogang Song
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 310 (157,738)

Abstract:

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

6.

Reducible Intermediation Chains

Number of pages: 40 Posted: 28 Mar 2016 Last Revised: 30 Oct 2019
Yu An, Yang Song and Xingtan Zhang
Johns Hopkins Carey Business School, University of Washington - Michael G. Foster School of Business and University of Colorado at Boulder - Department of Finance
Downloads 308 (158,808)

Abstract:

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Intermediation chain, Search frictions, Over-the-counter

7.

Index Providers: Whales Behind the Scenes of ETFs

Number of pages: 60 Posted: 01 Jun 2021 Last Revised: 19 Aug 2022
Yu An, Matteo Benetton and Yang Song
Johns Hopkins Carey Business School, University of California, Berkeley - Haas School of Business and University of Washington - Michael G. Foster School of Business
Downloads 277 (177,396)

Abstract:

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Index providers, market power, ETFs

8.

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: 64 Posted: 07 Aug 2020 Last Revised: 17 Feb 2023
Yu An and Zhaogang Song
Johns Hopkins Carey Business School and Johns Hopkins University - Carey Business School
Downloads 243 (201,987)
Citation 1

Abstract:

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

9.

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 223 (219,528)
Citation 4

Abstract:

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

10.

A Dynamic Equilibrium Factor Model of Price Impacts

Johns Hopkins Carey Business School Research Paper No. 23-01
Number of pages: 57 Posted: 23 Nov 2022 Last Revised: 04 Jun 2023
Yu An and Zeyu Zheng
Johns Hopkins Carey Business School and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 174 (274,642)

Abstract:

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dynamic, factor, flow, price impact, risk