Yu An

Johns Hopkins Carey Business School

Assistant Professor of Finance

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 36,597

SSRN RANKINGS

Top 36,597

in Total Papers Downloads

1,631

SSRN CITATIONS
Rank 41,295

SSRN RANKINGS

Top 41,295

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Competing with Inventory in Dealership Markets

Number of pages: 67 Posted: 13 Aug 2021 Last Revised: 20 Aug 2021
Yu An
Johns Hopkins Carey Business School
Downloads 445 (81,260)
Citation 9

Abstract:

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

2.

Conflicted Immediacy Provision

Number of pages: 77 Posted: 14 Nov 2016 Last Revised: 10 Aug 2021
Yu An and Zeyu Zheng
Johns Hopkins Carey Business School and University of California, Berkeley
Downloads 409 (89,692)
Citation 2

Abstract:

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immediacy provision, matchmaking, conflict of interest, bid-ask spread, Volcker Rule

3.

Index Providers: Whales Behind the Scenes of ETFs

Number of pages: 46 Posted: 01 Jun 2021 Last Revised: 02 Aug 2021
Johns Hopkins Carey Business School, University of California, Berkeley - Haas School of Business and University of Washington - Michael G. Foster School of Business
Downloads 265 (144,115)

Abstract:

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Index providers, market power, ETFs

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 251 (152,086)

Abstract:

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Intermediation chain, Search frictions, Over-the-counter

5.

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

Johns Hopkins Carey Business School Research Paper No. 20-05
Number of pages: 57 Posted: 07 Aug 2020 Last Revised: 03 May 2021
Yu An and Zhaogang Song
Johns Hopkins Carey Business School and Johns Hopkins University - Carey Business School
Downloads 106 (313,296)
Citation 1

Abstract:

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Inventory, Market power, Monetary policy, MBS, Primary dealer

6.

Cohort Trading and Security Design: Theory and Evidence from Agency MBS Markets

Number of pages: 77 Posted: 21 Dec 2020 Last Revised: 14 Jun 2021
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 98 (329,881)
Citation 3

Abstract:

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

7.

Shadow Bank and Fintech Mortgage Securitization

Johns Hopkins Carey Business School Research Paper No. 21-06
Number of pages: 52 Posted: 15 Jul 2021 Last Revised: 17 Aug 2021
Yu An, Lei Li and Zhaogang Song
Johns Hopkins Carey Business School, Board of Governors of the Federal Reserve System and Johns Hopkins University - Carey Business School
Downloads 57 (447,349)

Abstract:

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