Xuemin Yan

Finance · 2002–2011

A researcher in the Science corpus: 9 papers; trusts 56 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Finance — 124 citations into it; #1,520 of 10,518 by trust here, #1,148 by citations
• Accounting — 100 citations into it; #1,298 of 8,970 by trust here, #1,571 by citations
• Economics and Econometrics — 49 citations into it
• Strategy and Management — 12 citations into it

Whom Xuemin Yan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Joseph Chen
2. David S. Bates
3. Paul A. Gompers
4. Gurdip Bakshi
5. Russ Wermers
6. Brian J. Bushee
7. Charles M. Jones
8. Harrison G. Hong
9. Brad M. Barber
10. Mark Grinblatt

Who trusts Xuemin Yan overall

1. Alex Edmans
2. Mark Maffett
3. Rajna Gibson
4. Andy Puckett
5. Bok Baik
6. Cristina Cella
7. Rob Stambaugh
8. Philipp Krueger
9. Hamdi Ben-Nasr
10. Brian L. Connelly

Papers from Xuemin Yan's perspective

Ordered by how strongly the researchers Xuemin Yan trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (Journal of Financial and Quantitative Analysis)
2. Institutional Investors and Equity Prices
3. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
4. The Cross-Section of Volatility and Expected Returns
5. Momentum Trading by Institutions
6. The Persistence of Mutual Fund Performance
7. Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?
8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
9. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
10. Costly arbitrage and the myth of idiosyncratic risk

Their papers

• Does Idiosyncratic Risk Really Matter (2005) — 288 citations
• The Interim Trading Skills of Institutional Investors (2011) — 401 citations
• Block ownership and firm-specific information. (2009) — 240 citations
• Institutional Investors and Equity Returns: Are Short-Term Institutions Better Informed? (2009) — 916 citations
• The Predictive Content of Aggregate Analyst Recommendations (2009) — 112 citations
• Block Ownership, Trading Activity, and Market Liquidity (2009) — 143 citations
• Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance (2008) — 287 citations
• Do independent directors and chairmen matter? The role of boards of directors in mutual fund governance (2007) — 120 citations
• Valuation of commodity derivatives in a new multi-factor model (2002) — 68 citations