Susana Yu

Iona College

715 North Avenue

New Rochelle, NY 10801

United States

SCHOLARLY PAPERS

26

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in Total Papers Downloads

1,588

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (26)

1.

Does Economic Value Added (EVA) Improve Stock Performance Profitability?

The Journal of Applied Finance, Fall/Winter 2005, 101-113
Number of pages: 13 Posted: 17 Oct 2013
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 606 (44,393)

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EVA, Stern Stewart, profitability, stock performance

The Information Content of Stock Split Announcements: Do Options Matter?

Number of pages: 30 Posted: 03 May 2006
Willow Bridge Asset Management, CUNY Baruch College - Zicklin School of Business, Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 461 (62,200)

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stock split announcements, options

The Information Content of Stock Split Announcements: Do Options Matter?

Journal of Banking and Finance, Vol. 32, No. 6, 2008
Posted: 06 Jun 2008
Willow Bridge Asset Management, CUNY Baruch College - Zicklin School of Business, Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business

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stock split announcements, options

3.

Trading Strategy on EVA and MVA: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, Vol. 3, No. 4, 2006
Number of pages: 7 Posted: 27 Feb 2016
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 189 (163,632)
Citation 1

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economic value added, EVA, stock performance, portfolio performance

Option Introduction and Secondary Equity Offerings

Journal of Applied Finance, 2010
Number of pages: 30 Posted: 29 Dec 2009 Last Revised: 13 Jan 2011
CUNY Baruch College - Zicklin School of Business, Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 68 (346,065)

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SEO, short sales, short sales constraints, option introduction, financial regulation

Option Introduction and Secondary Equity Offerings

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 20, No. 1, 2010
Number of pages: 17 Posted: 04 Dec 2015
CUNY Baruch College - Zicklin School of Business, Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 17 (572,059)

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Option Introduction and Secondary Equity Offerings

Journal of Applied Finance, 2010, Vol. 20, Issue 1, pp. 47-63
Posted: 29 Jul 2012
CUNY Baruch College - Zicklin School of Business, Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business

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Options (Finance), Stocks Prices, Market Prices, Short Selling, Derivative Securities, Arbitrage

5.

The Hot-Growth Companies: How Well Do Analysts Predict Their Performance?

Journal of Economics and Business, 2010
Number of pages: 38 Posted: 11 Mar 2010 Last Revised: 18 Jan 2011
Iona College, Montclair State University - School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 82 (307,480)

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Earnings Forecasts, Earnings Surprise, Estimate Revisions

6.

What Happens When a Stock is Added to the Nasdaq-100 Index? What Doesn't Happen?

Number of pages: 34 Posted: 28 Oct 2014
Iona College, City University of New York (CUNY) - Baruch College - Zicklin School of Business and CUNY Baruch College - Zicklin School of Business
Downloads 63 (355,931)

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Index addition, Index inclusion, Nasdaq, listings, liquidity, regression discontinuity design, bid/ask spread

Looking Back: Quantitative Analysis Before Computers

“Looking Back: Quantitative Analysis Before Computers”, with Lawrence Ferguson, Joel Rentzler, and Susana Yu, The Journal of Applied Finance, 2004, Spring/Summer.
Number of pages: 10 Posted: 25 Feb 2016
Independent, AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 29 (496,127)

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Quantitative Financial Analysis, Stock Analysis, Fundamental Analysis, Stock Valuation,

8.

New Perspectives on the Information Content of Dividend Initiation Announcements: The Special Case of Information Technology Firms

Number of pages: 26 Posted: 11 May 2015
Susana Yu and Gwendolyn P. Webb
Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 41 (429,855)

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Dividend Initiation, Dividend Announcements, Dividend Signaling, Corporate Life Cycle

9.

Market Adaptation to Regulation Fair Disclosure: The Use of Industry Information to Enhance the Informational Environment

Number of pages: 30 Posted: 11 May 2015
Susana Yu and Gwendolyn P. Webb
Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 30 (477,962)

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Reg FD, Earnings Announcements, Earnings Surprises, Industry Contagion, Industry Competition

10.

Does Economic Value Added (Eva) Improve Stock Performance or Profitability?

Journal of Applied Finance, Vol. 15, No. 2, Fall/Winter 2005
Number of pages: 13 Posted: 29 Sep 2005
AnswerToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 2 (652,715)
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11.

The Effect of Value Estimation Errors on Portfolio Growth Rates

Journal of Investing, 2009, https://doi.org/10.3905/JOI.2009.18.2.069
Posted: 22 May 2019
AnswersToGo, Fordham University - Finance Area, City University of New York (CUNY) - Baruch College and Iona College

Abstract:

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portfolio growth rate, estimation error

12.

New Empirical Evidence on the Investment Success of Momentum Strategies Based on Relative Stock Prices

Review of Quantitative Finance and Accounting, Forthcoming
Posted: 10 May 2011
Susana Yu
Iona College

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Market Efficiency, Trading Strategy

13.

The Effects of ETFSplits on Liquidity and Individual Investors

Managerial Finance, Vol. 35, No. 9, pp. 754-771, 2009
Posted: 16 Jan 2011
Susana Yu and Gwendolyn P. Webb
Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business

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stock splits, signaling, stock returns, liquidity, bid-ask spread, exchange-traded funds

14.

The Changing Nature of Corporate Distributions and its Implications for Investors

The American Economist, Forthcoming
Posted: 11 Jan 2011
Susana Yu
Iona College

Abstract:

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dividend, distribution policy, share repurchases, share issuances, value investing strategy

Arithmetic and Continuous Return Mean-Variance Efficient Frontiers

Journal of Investing, Vol. 18, No. 3, 2009
Posted: 10 Jan 2011
AnswersToGo, Fordham University - Finance Area and Iona College

Abstract:

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Modern Portfolio Theory

Arithmetic and Continuous Return Mean-Variance Efficient Frontiers

Posted: 22 May 2019
AnswersToGo, Fordham University - Finance Area and Iona College

Abstract:

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Mean-Variance Frontier, Long-Term Return, Leverage

16.

Abnormal Stock Returns, for the Event Firm and Its Rivals, Following the Event Firm's Large One-Day Stock Price Drop

Managerial Finance, Forthcoming
Posted: 09 Jan 2011 Last Revised: 10 Jan 2011
Susana Yu and Dean Leistikow
Iona College and Fordham University - Finance Area

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Intra-Industry Effect, Price Reversal, Price Continuity

Pairs-Trading on Divergent Analyst Recommendations

Journal of Investment Management, Forthcoming
Posted: 09 Jan 2011 Last Revised: 13 Jan 2011
Susana Yu
Iona College

Abstract:

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Market Efficiency, Trading Strategie

Pairs-Trading on Divergent Analyst Recommendations

Journal Of Investment Management (JOIM), Fourth Quarter 2011
Posted: 25 May 2012
Susana Yu
Iona College

Abstract:

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Market efficiency, trading strategies

18.

The Effects of Option Introduction on Analyst Coverage and Earnings Estimates

The American Economist, 2010
Posted: 09 Jan 2011
Iona College, CUNY Baruch College - Zicklin School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business

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Option, Analyst Coverage, Earnings Estimates

19.

Which Explains an Equity Index’s Return Better, the Change in its Own Implied Volatility or that for a Broader Index?

Journal Of Investment Management (JOIM), Third Quarter 2009
Posted: 13 Oct 2009
Susana Yu and Dean Leistikow
Iona College and Fordham University - Finance Area

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Implied volatility, risk indicator, trading strategies

20.

Analysis of Business Week Hot-Growth Stocks: Momentum and Fundamental Investment Approaches

Journal of Asset Management, 2009
Posted: 29 Dec 2008 Last Revised: 11 Jan 2011
Susana Yu and Sang-Hoon Kim
Iona College and affiliation not provided to SSRN

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Market Efficiency, Momentum

21.

Reinganum's Trading Strategies Revisited: Structuring Profitable Strategies Based on Updated Filters

Managerial Finance, 2009
Posted: 29 Dec 2008 Last Revised: 11 Jan 2011
Susana Yu
Iona College

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Market Efficiency, Trading Strategies, Market Anomalies

22.

Momentum Strategies on Optioned and Non-Optioned Stocks

Journal of American Academy of Business, 2008
Posted: 29 Dec 2008 Last Revised: 11 Jan 2011
Willow Bridge Asset Management, Iona College and CUNY Baruch College - Zicklin School of Business

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Options, Trading Strategies

23.

Vix Signaled Switching for Style-Differential and Size-Differential Short-Term Stock Investing

Finance Letters, Forthcoming
Posted: 10 Jul 2006
Dean Leistikow and Susana Yu
Fordham University - Finance Area and Iona College

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Market Volatility, Trading Strategies

24.

Intraday Price Reversal Patterns in the Currency Futures Market: The Impact of the Introduction of Globex and the Euro

Journal of Futures Markets, 2006
Posted: 23 Feb 2006
Joel Rentzler, Kishore Tandon and Susana Yu
City University of New York (CUNY) - Baruch College, CUNY Baruch College - Zicklin School of Business and Iona College

Abstract:

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market efficiency, futures markets

25.

Short-Term Market Efficiency in the Futures Markets: Topix Futures and 10-Year Jgb Futures

Global Finance Journal, 2006
Posted: 19 Dec 2005
Joel Rentzler, Kishore Tandon and Susana Yu
City University of New York (CUNY) - Baruch College, CUNY Baruch College - Zicklin School of Business and Iona College

Abstract:

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Index Futures, Overreaction, Market Efficiency

26.

Trading Strategy on Eva and Mva: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, 2006
Posted: 19 Dec 2005
AnswerToGo, City University of New York (CUNY) - Baruch College and Iona College

Abstract:

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