Concepedia

Shu Yan

SY

Statistics

Publications

20

Citations

1.6K

H-Index

16

Active since

2000

Affiliations

Oklahoma State University(Current)

University of South Carolina

University of California, Los Angeles

George Washington University

University of Minnesota

Shu Yan is an author at Oklahoma State University specializing in financial economics, finance, and economics.

Publications per year

2000–2020

20

Publications

20

On Predicting Stock Returns with Nearly Integrated Explanatory Variables

Walter N. Torous, Rossen Valkanov, Shu Yan · The Journal of Business · 2004 · 368 citations

Business, Economics, Finance +17

Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options

Pedro Santa‐Clara, Shu Yan · The Review of Economics and Statistics · 2010 · 344 citations · Full text

Business, Economics, Finance +17

Jump risk, stock returns, and slope of implied volatility smile

Shu Yan · Journal of Financial Economics · 2010 · 330 citations

Business, Economics, Finance +16

Some Evidence that a Tobin Tax on Foreign Exchange Transactions May <i>Increase</i> Volatility

Robert Z. Aliber, Bhagwan Chowdhry, Shu Yan · European Finance Review · 2003 · 75 citations

Law, Economics, Finance +13

An explanation of the forward premium ‘puzzle’

Richard Roll, Shu Yan · European Financial Management · 2000 · 70 citations

Social Sciences, Economics, Finance +17

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