Yinan Su

Yinan Su, PhD

Assistant Professor
DisciplineFinance
Areas of InterestAsset Pricing, Banking

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. Before joining Carey, Yinan Su earned his PhD degree from the University of Chicago's Joint Program in Financial Economics and a bachelor's degree in economics and finance from Tsinghua University.

Education

  • Ph. D, Financial Economics, Booth School of Business - University of Chicago
  • BA, Economics and Finance, School of Economics and Management - Tsinghua University

Research

Selected publications
  • Characteristics Are Covariances: A Unified Model of Risk and Return (with Bryan Kelly and Seth Pruitt), Journal of Financial Economics
Works in progress
  • Interbank Runs: a Network Model of Systemic Liquidity Crunches
  • Instrumented Principal Component Analysis (with Bryan Kelly and Seth Pruitt)
  • The Reflection Channel of Shock Transmission in Production Networks

Teaching

Current
  • Managing Financial Risk