Yinan Su is an Assistant Professor of Finance at the Carey Business School of the Johns Hopkins University. His research interests include banking, asset pricing, financial econometrics, and economic networks.
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Carey’s Yinan Su Wins Prize for Best Paper in Top Finance Journal

Why it matters:

A member of the Carey Business School faculty, Yinan Su, shares in a first-place award for the best paper on capital markets and asset pricing published during 2019 in the Journal of Financial Economics.

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Yinan Su, an assistant professor of finance at Johns Hopkins Carey Business School, and two co-authors placed first in the Fama-DFA Prize for the Best Paper Published in the Journal of Financial Economics in 2019.

The winning paper, “Characteristics are covariances: a unified model of risk and return,” was co-authored with Bryan Kelly of the Yale School of Management and Seth Pruitt of Arizona State University’s W.P. Carey School of Business. The paper examines how a stock’s risk is related to firm characteristics – for example, firm size and valuation ratios – and how this relationship in turn makes different stocks earn different amounts of expected returns.

Each year from among its published studies, the Journal of Financial Economics gives honors to the best papers in two subfields – the Jensen Prize for corporate finance, and the Fama-DFA Prize for capital markets and asset pricing. Su and his colleagues won first place in the latter category and will share the $25,000 prize.

A member of the Carey Business School faculty since 2018, Su earned his PhD in financial economics from the University of Chicago. His research interests include banking, asset pricing, financial econometrics, and economic networks. In the classroom, he has led a course at Carey on managing financial risk.

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Yinan Su
Assistant Professor

Yinan Su is an Assistant Professor of Finance at the Carey Business School of the Johns Hopkins University. His research interests include banking, asset pricing, financial econometrics, and economic networks.

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