Xuemin (Sterling) Yan

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4706-4744

College of Business, Lehigh University, United States of America

Publications

• Machine learning from a “Universe” of signals: The role of feature engineering — Journal of Financial Economics 2025
• Do sophisticated investors follow fundamental analysis strategies? Evidence from hedge funds and mutual funds — Review of Accounting Studies 2024
• Institutional trading, news, and accounting anomalies — Journal of Accounting and Economics 2024
• Financial Industry Affiliation and Hedge Fund Performance — Management Science 2021
• On the performance of volatility-managed portfolios — Journal of Financial Economics 2020
• Shorting flows, public disclosure, and market efficiency — Journal of Financial Economics 2020
• Investor Overconfidence, Firm Valuation, and Corporate Decisions — Management Science 2018
• Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach — The Review of Financial Studies 2017
• Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know It? — Journal of Financial and Quantitative Analysis 2015
• The Performance of Investment Bank-Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage? — Journal of Financial and Quantitative Analysis 2012
• The Interim Trading Skills of Institutional Investors — The Journal of Finance 2011
• The Predictive Content of Aggregate Analyst Recommendations — Journal of Accounting Research 2009
• Block Ownership, Trading Activity, and Market Liquidity — Journal of Financial and Quantitative Analysis 2009
• Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed? — The Review of Financial Studies 2009
• Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance — Journal of Financial and Quantitative Analysis 2008
• Does Idiosyncratic Risk Really Matter? — The Journal of Finance 2005