Fan Yu

Finance · with Qiu · 2005–2012

A researcher in the Science corpus: 8 papers; trusts 33 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Finance — 91 citations into it; #1,514 of 10,518 by trust here, #1,528 by citations
• Accounting — 64 citations into it; #1,775 of 8,970 by trust here, #1,659 by citations
• Economics and Econometrics — 34 citations into it; #9,012 of 23,481 by trust here, #14,996 by citations
• Strategy and Management — 12 citations into it; #10,866 of 10,874 by trust here, #3,597 by citations

Whom Fan Yu trusts overall

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

1. Maria Vassalou
2. Brian J. Bushee
3. Edwin J. Elton
4. Robert J. R. Elliott
5. Pierre Collin-Dufresne
6. Yuhang Xing
7. Joost Driessen
8. Hayong Yun
9. Kay Giesecke
10. Martin Gruber

Who trusts Fan Yu overall

1. B. Do
2. Kay Giesecke
3. R. Faff
4. Gary B. Gorton
5. Philippe Jorion
6. Jun Chen
7. M. Bradley
8. Darrell Duffie
9. Rüdiger Frey
10. Carol Alexander

Papers from Fan Yu's perspective

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

1. Specification Analysis of Affine Term Structure Models
2. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
3. The Determinants of Credit Spread Changes
4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
5. The Pricing of Options and Corporate Liabilities
6. Securities lending, shorting, and pricing
7. Nonparametric option pricing under shape restrictions
8. On Models of Default Risk
9. DEFAULT RISK AND DIVERSIFICATION: THEORY AND APPLICATIONS
10. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION

Their papers

• How Profitable Is Capital Structure Arbitrage? (2006) — 135 citations
• Endogenous Liquidity in Credit Derivatives (2012) — 181 citations
• A Test of the Free Cash Flow Hypothesis: The Impact of Increased Institutional Holdings on Firm Characteristics * (2011) — 136 citations
• The Market for Corporate Control and the Cost of Debt (2009) — 135 citations
• CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS (2007) — 169 citations
• Risk and Return in Fixed Income Arbitrage: Nickels in front of a Steamroller? (2006) — 215 citations
• Accounting Transparency and the Term Structure of Credit Spreads (2005) — 172 citations
• DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (2005) — 220 citations