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Yinan Su portrait

Yinan Su, PhD

Assistant Professor

Academic Area(s): Finance

Area(s) of Interest: Asset Pricing, Banking

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

Education

  • PhD, 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