Competing with inventory in dealership markets Y An Available at SSRN 3284836, 2022 | 25 | 2022 |
Index providers: Whales behind the scenes of etfs Y An, M Benetton, Y Song Journal of Financial Economics 149 (3), 407-433, 2023 | 18 | 2023 |
Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations? Y An, Z Song Johns Hopkins Carey Business School Research Paper, 2020 | 15 | 2020 |
Immediacy Provision and Matchmaking Y An, Z Zheng Management Science, 2022 | 14* | 2022 |
TBA Trading and Security Issuance in the Agency MBS Market Y An, W Li, Z Song Available at SSRN 3674660, 2022 | 9* | 2022 |
Flow-based arbitrage pricing theory Y An Available at SSRN 4098607, 2023 | 8 | 2023 |
Shadow Bank and Fintech Mortgage Securitization Y An, L Li, H Liu, Z Song Johns Hopkins Carey Business School Research Paper, 2022 | 7 | 2022 |
A Factor Framework of Cross-Sectional Price Impacts Y An, Y Su, C Wang Available at SSRN 4098609, 2023 | 4 | 2023 |
A Dynamic Factor Model of Price Impacts Y An, Z Zheng Available at SSRN 4273314, 2022 | 2 | 2022 |
Reducible Intermediation Chains Y An, Y Song, X Zhang Available at SSRN 2754235, 2019 | 2 | 2019 |
Intermediary elasticity Y An, A Huber Available at SSRN 4825151, 2024 | | 2024 |
An Axiomatic Approach to Informed Order Flow Y An, Z Zheng Available at SSRN, 2023 | | 2023 |