Yinan Su

Johns Hopkins University - Carey Business School

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

5

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Top 9,488

in Total Papers Downloads

5,307

SSRN CITATIONS
Rank 16,707

SSRN RANKINGS

Top 16,707

in Total Papers Citations

31

CROSSREF CITATIONS

27

Scholarly Papers (5)

1.

Characteristics Are Covariances: A Unified Model of Risk and Return

Number of pages: 58 Posted: 07 Sep 2017 Last Revised: 20 Oct 2018
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 3,001 (4,091)
Citation 18

Abstract:

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Cross section of returns, latent factors, anomaly, factor model, conditional betas, PCA, BARRA

2.

Instrumented Principal Component Analysis

Number of pages: 33 Posted: 09 Jun 2017 Last Revised: 11 Jun 2017
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 1,913 (8,742)
Citation 13

Abstract:

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factor model, principal components, tensor, asymptotic theory, international macroeconomics, dynamic loading

3.

Interbank Runs: A Network Model of Systemic Liquidity Crunches

Number of pages: 73 Posted: 27 Jan 2018
Yinan Su
Johns Hopkins University - Carey Business School
Downloads 201 (164,247)
Citation 1

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4.

The Reflection Channel of Shock Transmission in Production Networks

Number of pages: 48 Posted: 31 Oct 2017
Yinan Su
Johns Hopkins University - Carey Business School
Downloads 169 (191,799)

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Production Network, Shock Transmission, General Equilibrium Effect, Reflection

5.

Characteristics are Covariances: A Unified Model of Risk and Return

NBER Working Paper No. w24540
Number of pages: 60 Posted: 23 Apr 2018
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 23 (544,710)
Citation 20
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