Concepedia

Yinan Su

YS

6

Publications

1K

Citations

6

H-Index

2017

Active since

Affiliations

Johns Hopkins University(Current)

National Bureau of Economic Research

Yale University

Capital University

William Carey University

Yinan Su is an author at Johns Hopkins University specializing in asset pricing, financial risk management, and business.

Top concepts

FinanceBusinessManagementAsset PricingFinancial EconomicsFinancial Risk ManagementEconomicsAccountingJournalismEconometrics

Publications per year

2017–2023

6

Publications

6

Characteristics are covariances: A unified model of risk and return

Bryan T. Kelly, Seth Pruitt, Yinan Su · Journal of Financial Economics · 2019 · 730 citations

Economics, Financial Economics, Asset Pricing +11

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text

Leland Bybee, Bryan Kelly, Yinan Su · Review of Financial Studies · 2023 · 92 citations

Empirical Finance, Narrative Factor, Financial Economics +14

Instrumented Principal Component Analysis

Bryan T. Kelly, Seth Pruitt, Yinan Su · SSRN Electronic Journal · 2017 · 65 citations · Full text

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text

Leland Bybee, Bryan T. Kelly, Yinan Su · SSRN Electronic Journal · 2021 · 56 citations · Full text

Characteristics Are Covariances: A Unified Model of Risk and Return

Bryan Kelly, Seth Pruitt, Yinan Su · 2018 · 49 citations · Full text

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