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Shu Yan

Global rank #8429 90%

Institution: Oklahoma State University

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2003

Most Recent: 2024

RePEc ID: pya169 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.17 0.00 1.17
Last 10 Years 0.00 0.00 1.84 0.00 1.84
All Time 0.00 3.02 6.20 0.00 12.23

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 9.26

Publications (11)

Year Article Journal Tier Authors
2024 Information spillover and cross-predictability of currency returns: An analysis via Machine Learning Journal of Banking & Finance B 4
2021 Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule Journal of International Money and Finance B 3
2020 Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion Journal of Banking & Finance B 3
2014 Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books Journal of International Money and Finance B 3
2013 A comparison of the original and revised Basel market risk frameworks for regulating bank capital Journal of Economic Behavior and Organization B 3
2012 When more is less: Using multiple constraints to reduce tail risk Journal of Banking & Finance B 3
2011 Jump risk, stock returns, and slope of implied volatility smile Journal of Financial Economics A 1
2010 Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options Review of Economics and Statistics A 2
2009 Linear-quadratic term structure models - Toward the understanding of jumps in interest rates Journal of Banking & Finance B 2
2007 Mean-variance portfolio selection with `at-risk' constraints and discrete distributions Journal of Banking & Finance B 3
2003 Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility Review of Finance B 3