Shu Yan

1.7k total citations
45 papers, 1.1k citations indexed

About

Shu Yan is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Shu Yan has authored 45 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 21 papers in Economics and Econometrics and 13 papers in Accounting. Recurrent topics in Shu Yan's work include Financial Markets and Investment Strategies (29 papers), Credit Risk and Financial Regulations (10 papers) and Banking stability, regulation, efficiency (10 papers). Shu Yan is often cited by papers focused on Financial Markets and Investment Strategies (29 papers), Credit Risk and Financial Regulations (10 papers) and Banking stability, regulation, efficiency (10 papers). Shu Yan collaborates with scholars based in United States, China and Netherlands. Shu Yan's co-authors include Pedro Santa‐Clara, Walter N. Torous, Rossen Valkanov, Alexandre M. Baptista, Gordon J. Alexander, Richard Roll, George J. Jiang, Robert Z. Aliber, Bhagwan Chowdhry and Brian M. Lucey and has published in prestigious journals such as Journal of Financial Economics, The Review of Economics and Statistics and Journal of Banking & Finance.

In The Last Decade

Shu Yan

41 papers receiving 1.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Shu Yan United States 13 957 582 252 249 131 45 1.1k
Soosung Hwang South Korea 20 902 0.9× 797 1.4× 223 0.9× 167 0.7× 160 1.2× 80 1.1k
Alexandros Kostakis United Kingdom 16 795 0.8× 654 1.1× 281 1.1× 301 1.2× 100 0.8× 40 1.0k
Matthew Pritsker United States 8 993 1.0× 714 1.2× 195 0.8× 283 1.1× 109 0.8× 14 1.2k
Gonzalo Rubio Spain 15 820 0.9× 560 1.0× 250 1.0× 216 0.9× 77 0.6× 55 985
Jakub W. Jurek United States 13 1.3k 1.3× 752 1.3× 324 1.3× 262 1.1× 61 0.5× 16 1.4k
Petko S. Kalev Australia 14 637 0.7× 501 0.9× 284 1.1× 105 0.4× 110 0.8× 66 811
Anthony Neuberger United Kingdom 16 1.5k 1.6× 858 1.5× 238 0.9× 260 1.0× 131 1.0× 42 1.7k
Zhaogang Song United States 13 593 0.6× 405 0.7× 153 0.6× 100 0.4× 72 0.5× 55 761
Stan Beckers United Kingdom 12 912 1.0× 544 0.9× 192 0.8× 239 1.0× 66 0.5× 24 1.1k
Christoph Memmel Germany 18 1.0k 1.1× 544 0.9× 437 1.7× 185 0.7× 155 1.2× 68 1.2k

Countries citing papers authored by Shu Yan

Since Specialization
Citations

This map shows the geographic impact of Shu Yan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Shu Yan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Shu Yan more than expected).

Fields of papers citing papers by Shu Yan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Shu Yan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Shu Yan. The network helps show where Shu Yan may publish in the future.

Co-authorship network of co-authors of Shu Yan

This figure shows the co-authorship network connecting the top 25 collaborators of Shu Yan. A scholar is included among the top collaborators of Shu Yan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Shu Yan. Shu Yan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Wu, Yangru, et al.. (2024). Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. Journal of Banking & Finance. 169. 107313–107313.
2.
Wu, Yangru, et al.. (2023). A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. Journal of Empirical Finance. 74. 101428–101428. 2 indexed citations
3.
Wang, Zhao, et al.. (2019). Net Share Issuance and Asset Growth Effects: The Role of Managerial Incentives. Financial Analysts Journal. 76(1). 63–81. 3 indexed citations
4.
Wu, Yangru, et al.. (2019). Information Spillovers and Predictable Currency Returns: An Analysis via Machine Learning. SSRN Electronic Journal. 1 indexed citations
5.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2017). Bank Regulation and International Financial Stability: A Case Against the 2006 Basel Framework for Controlling Tail Risk in Trading Books. SSRN Electronic Journal.
6.
Yan, Shu, et al.. (2017). Profitability Skewness and Stock Return. SSRN Electronic Journal. 3 indexed citations
7.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (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. 43. 107–130. 8 indexed citations
8.
Yan, Shu, David C. Broadstock, & Bing Xu. (2013). The heterogeneous impact of macroeconomic information on firms' earnings forecasts. The British Accounting Review. 45(4). 311–325. 10 indexed citations
9.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2012). Банківське регулювання і стабільність: аналіз ризиків рамки ринку Базель. Electronic Sumy State University Institutional Repository (Sumy State University). 3 indexed citations
10.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2012). Bank Regulation and Stability: An Examination of the Basel Market Risk Framework. SSRN Electronic Journal. 2 indexed citations
11.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2012). A comparison of the original and revised Basel market risk frameworks for regulating bank capital. Journal of Economic Behavior & Organization. 85. 249–268. 14 indexed citations
12.
Huang, Liquan, Ashraf Ibrahim, Christopher Jones, et al.. (2009). Performance study of peer-to-peer video streaming on complex networks. 69. 1613–1616. 2 indexed citations
13.
Yan, Shu. (2009). Jump Risk, Stock Returns, and Slope of Implied Volatility Smile. SSRN Electronic Journal. 27 indexed citations
14.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2008). Reducing Estimation Risk in Optimal Portfolio Selection When Short Sales are Allowed. SSRN Electronic Journal. 1 indexed citations
15.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2008). Bank Risk Management with Value-at-Risk and Stress Testing: An Alternative to Conditional Value-at-Risk?. SSRN Electronic Journal. 1 indexed citations
16.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2007). Mean-Variance Portfolio Selection With 'At-Risk' Constraints and Discrete Distributions. SSRN Electronic Journal. 4 indexed citations
17.
Torous, Walter N., Rossen Valkanov, & Shu Yan. (2004). On Predicting Stock Returns with Nearly Integrated Explanatory Variables. The Journal of Business. 77(4). 937–966. 243 indexed citations
18.
Aliber, Robert Z., Bhagwan Chowdhry, & Shu Yan. (2003). Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility. European Finance Review. 7(3). 481–510. 51 indexed citations
19.
Yan, Shu & Richard Roll. (2000). An Explanation of the Forward Premium 'Puzzle'. SSRN Electronic Journal. 12 indexed citations
20.
Aliber, Robert Z., Bhagwan Chowdhry, & Shu Yan. (2000). Transactions Costs in the Foreign Exchange Market. eScholarship (California Digital Library).

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Soosung Hwang Breakdown of academic impact, for papers by Alexandros Kostakis Breakdown of academic impact, for papers by Matthew Pritsker Breakdown of academic impact, for papers by Gonzalo Rubio Breakdown of academic impact, for papers by Jakub W. Jurek Breakdown of academic impact, for papers by Petko S. Kalev Breakdown of academic impact, for papers by Anthony Neuberger Breakdown of academic impact, for papers by Zhaogang Song Breakdown of academic impact, for papers by Stan Beckers Breakdown of academic impact, for papers by Christoph Memmel
Rankless by CCL
2026