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Yu An
Yu An
Johns Hopkins University Carey Business School
Verified email at jhu.edu - Homepage
Title
Cited by
Cited by
Year
Competing with inventory in dealership markets
Y An
Available at SSRN 3284836, 2022
242022
Index providers: Whales behind the scenes of etfs
Y An, M Benetton, Y Song
Journal of Financial Economics 149 (3), 407-433, 2023
172023
Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations?
Y An, Z Song
Johns Hopkins Carey Business School Research Paper, 2020
152020
Immediacy Provision and Matchmaking
Y An, Z Zheng
Management Science, 2022
14*2022
TBA Trading and Security Issuance in the Agency MBS Market
Y An, W Li, Z Song
Available at SSRN 3674660, 2022
9*2022
Flow-based arbitrage pricing theory
Y An
Available at SSRN 4098607, 2023
72023
Shadow Bank and Fintech Mortgage Securitization
Y An, L Li, H Liu, Z Song
Johns Hopkins Carey Business School Research Paper, 2022
72022
A Factor Framework of Cross-Sectional Price Impacts
Y An, Y Su, C Wang
Available at SSRN 4098609, 2023
32023
A Dynamic Factor Model of Price Impacts
Y An, Z Zheng
Available at SSRN 4273314, 2022
22022
Reducible Intermediation Chains
Y An, Y Song, X Zhang
Available at SSRN 2754235, 2019
22019
An Axiomatic Approach to Informed Order Flow
Y An, Z Zheng
Available at SSRN, 2023
2023
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Articles 1–11