Fan Yu, Ph.D.


Areas of Expertise

Financial Economics


Selected Research and Publications

  • "Endogenous Liquidity in Credit Derivatives," with Jiaping Qiu, Journal of Financial Economics 103(3), 611-631 (2012)
  • "The Determinants of Operational Risk in U.S. Financial Institutions," with Anna Chernobai and Philippe Jorion, Journal of Financial and Quantitative Analysis 46(6), 1683-1725 (2011)
  • "The Market for Corporate Control and the Cost of Debt," with Jiaping Qiu, Journal of Financial Economics 93(3), 505-524 (2009)
  • "Risk and Return in Fixed Income Arbitrage: Nickels in Front of a Steamroller?" with Jefferson Duarte and Francis Longstaff, Review of Financial Studies 20(3), 769-811 (2007)
  • "Accounting Transparency and the Term Structure of Credit Spreads," Journal of Financial Economics 75(1), 53-84 (2005)


Fan Yu, Ph.D.

Gordon C. Bjork Associate Professor of Financial Economics & George R. Roberts Fellow

Education: Ph.D., Cornell University; B.Sc., McMaster University
Department: Robert Day School
Office Hours:
Email: fyu@cmc.edu
Phone:
Fax:
Address: Bauer Center
Website: Web Site
Curriculum Vitae:

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