Faculty

Institution

Unit

Venue

Yinan Su

Assistant Professor

Johns Hopkins University

Affiliations

Carey Business School

Yinan Su is currently serving as a Carey Business School Assistant Professor at Johns Hopkins University.

Honors

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Experiences

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Education

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Yinan Su

Johns Hopkins University

Assistant Professor

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social sciences financial economics asset pricing social science research finance empirical finance journalism risk management computational social science narrative asset pricing statistics information science instrumentation international finance investment management financial stability spectral theory principal component analysis quantitative social science research utility models financial networks liquidity market microstructure applied social science news analytics unified model risk exposures production networks reflection channel shock transmission trading volume alpha conditional spectral methods flow-based asset pricing replication data

Video Presentations

Notable Scholarly Works

Notable Federal Grants

Collaborators

Conditional Spectral Methods. Journal of Econometrics (2024)

Federico M. BandiYinan Su

network sciencecomputational social sciencesocial science researchpolitical sciencedata sciencesocial sciencesapplied social sciencespectral theoryconditional spectral methods

Trading Volume Alpha. National Bureau of Economic Research (2024)

Ruslan GoyenkoBryan KellyTobias MoskowitzYinan SuChao Zhang

trading volume alphasocial science researchinvestment managementfinancial economicsmarket microstructureempirical financesocial sciencesasset pricingtrade

Narrative Asset Pricing: Interpretable Systematic Risk Factors From News Text. Review of Financial Studies (2023)

Leland BybeeBryan KellyYinan Su

financefinancial economicsnarrative asset pricingempirical financeasset pricingjournalism

Replication Data for: Narrative Asset Pricing: Interpretable Systematic Risk Factors From News Text. Harvard Dataverse (2023)

Leland BybeeBryan KellyYinan Su

news analyticsfinancefinancial economicsreplication datamass communicationdata sciencenarrative asset pricingasset pricingjournalism

Flow-Based Asset Pricing. SSRN Electronic Journal (2022)

Yu AnYinan SuChen Wang

social science researchfinancial economicsempirical financesocial sciencesflow-based asset pricingasset pricing

Characteristics Are Covariances: A Unified Model of Risk and Return. Journal of Financial Economics (2018)

Bryan KellySeth PruittYinan Su

financefinancial economicsunified modelutility modelsrisk managementempirical financeasset pricing

Interbank Runs: A Network Model of Systemic Liquidity Crunches. SSRN Electronic Journal (2018)

liquidityfinancefinancial networksinternational financefinancial stability

Instrumented Principal Component Analysis. SSRN Electronic Journal (2017)

Bryan T. KellySeth PruittYinan Su

computational social scienceprincipal component analysissocial science researchdata sciencequantitative social science researchinstrumentationsocial sciencesinformation sciencestatistics

Some Characteristics Are Risk Exposures, and the Rest Are Irrelevant. SSRN Electronic Journal (2017)

Bryan T. KellySeth PruittYinan Su

risk exposuresrisk managementsocial science researchsocial sciences

The Reflection Channel of Shock Transmission in Production Networks. SSRN Electronic Journal (2017)

Yinan Su

shock transmissionreflection channelproduction networksengineering

1
10 / page

Yinan Su

Assistant Professor

Johns Hopkins University

Affiliations

Carey Business School

Yinan Su is currently serving as a Carey Business School Assistant Professor at Johns Hopkins University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Yinan Su

Johns Hopkins University

Assistant Professor

You can click a keyword to filter the displayed items

Video Presentations

Notable Scholarly Works

Notable Federal Grants

Collaborators

Conditional Spectral Methods. Journal of Econometrics (2024)

Federico M. BandiYinan Su

network sciencecomputational social sciencesocial science researchpolitical sciencedata sciencesocial sciencesapplied social sciencespectral theoryconditional spectral methods

Trading Volume Alpha. National Bureau of Economic Research (2024)

Ruslan GoyenkoBryan KellyTobias MoskowitzYinan SuChao Zhang

trading volume alphasocial science researchinvestment managementfinancial economicsmarket microstructureempirical financesocial sciencesasset pricingtrade

Narrative Asset Pricing: Interpretable Systematic Risk Factors From News Text. Review of Financial Studies (2023)

Leland BybeeBryan KellyYinan Su

financefinancial economicsnarrative asset pricingempirical financeasset pricingjournalism

Replication Data for: Narrative Asset Pricing: Interpretable Systematic Risk Factors From News Text. Harvard Dataverse (2023)

Leland BybeeBryan KellyYinan Su

news analyticsfinancefinancial economicsreplication datamass communicationdata sciencenarrative asset pricingasset pricingjournalism

Flow-Based Asset Pricing. SSRN Electronic Journal (2022)

Yu AnYinan SuChen Wang

social science researchfinancial economicsempirical financesocial sciencesflow-based asset pricingasset pricing

Characteristics Are Covariances: A Unified Model of Risk and Return. Journal of Financial Economics (2018)

Bryan KellySeth PruittYinan Su

financefinancial economicsunified modelutility modelsrisk managementempirical financeasset pricing

Interbank Runs: A Network Model of Systemic Liquidity Crunches. SSRN Electronic Journal (2018)

liquidityfinancefinancial networksinternational financefinancial stability

Instrumented Principal Component Analysis. SSRN Electronic Journal (2017)

Bryan T. KellySeth PruittYinan Su

computational social scienceprincipal component analysissocial science researchdata sciencequantitative social science researchinstrumentationsocial sciencesinformation sciencestatistics

Some Characteristics Are Risk Exposures, and the Rest Are Irrelevant. SSRN Electronic Journal (2017)

Bryan T. KellySeth PruittYinan Su

risk exposuresrisk managementsocial science researchsocial sciences

The Reflection Channel of Shock Transmission in Production Networks. SSRN Electronic Journal (2017)

Yinan Su

shock transmissionreflection channelproduction networksengineering

1
10 / page