Xuemin (Sterling) Yan
Richard G. Miller Professor of Finance & Associate Professor
Finance
College of Business
Office:
427 Cornell Hall
University of Missouri
Columbia, MO 65211
Office Hours:
M: 9:30 AM - 11:00 AM, W: 9:30 AM - 11:00 AM, and by appointment
Phone: (573) 884-9708
E-Mail: yanx@missouri.edu
Home Page
Vita
Associate Professor of Finance. B.A., Renmin University of China, 1991; Ph.D., The University of Iowa, 2001. Research interests include asset pricing, institutional investors, mutual funds, liquidity, and asset volatility. He has published in Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Corporate Finance, Financial Management, Financial Review, Review of Derivatives Research, and Journal of Financial Research.
Publications
" Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?", with Zhe Zhang, forthcoming in Review of Financial Studies.
"Liquidity, Investment style, and the relation between fund size and fund performance," forthcoming in Journal of Financial and Quantitative Analysis.
"Agency Conflicts in Delegated Portfolio Management: Evidence from Namesake Mutual Funds," with Steve Ferris, forthcoming in Journal of Financial Research.
"Price Momentum and Idiosyncratic Volatility," (with Matteo Arena and Stephen Haggard), Forthcoming in Financial Review.
"Do Independent Directors and Chairman Matter? The Role of Boards of Directors in Mutual Fund Governance," with Steve Ferris, Journal of Corporate Finance 13, 2007, 392-420.
"The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence," Financial Management 35 (2), 2006, 67-91.
“Does Idiosyncratic Risk Really Matter?", with Turan Bali, Nusret Cakici, and Zhe Zhang, Journal of Finance, Vol. 60, 2005, pp.905-929.
"The Nasdaq-AMEX Merger, Nasdaq Reforms, and the Liquidity of Small Firms," Journal of Financial Research, Vol. 26, 2003, pp 225-242 Sapp, Travis and Xuemin Yan
"Valuation of Commodity Derivatives in a New Multi-Factor Model," Review of Derivatives Research, Vol. 5 (3), 2002, pp. 251-271. Yan, Xuemin
"Divergence of Opinion, Uncertainty and the Quality of Initial Public Offerings," Financial Management, Vol. 30 (4), 2001, pp. 5-23. Houge, Todd Tim Loughran, Gerry Suchanek, Xuemin Yan