Professor Yan holds a Ph.D. in Finance from the University of
California, Berkeley, and a Ph.D. in Applied Physics from the University
of Michigan.
Hong Yan is Professor of Finance at Shanghai Advanced Institute of
Finance (SAIF)， Shanghai Jiao Tong University, where he served as Deputy
Dean and as Deputy Director for China Academy of Financial Research.
Before he joined SAIF full-time, Prof. Yan was a tenured faculty member
at the Moore School of Business in the University of South Carolina,
USA. Previously, he was on the faculty at the University of Texas at
Austin and spent a year as a visiting academic scholar at the U.S.
Securities & Exchange Commission (SEC). He also held visiting
appointments at the University of Hong Kong, the U.S. Federal Reserve
Board and Cheung Kong Graduate School of Business.
His research focuses on the areas of credit risk, asset pricing,
derivatives securities, portfolio choice, and risk management. He also
studies financial intermediaries such as mutual funds, hedge funds and
financial analysts. Prof. Yan has published in top academic journals
such as Journal of Finance, Journal of Financial Economics, and Review
of Financial Studies. His research has been recognized by the Q-group
Grant in 2007, the Crowell Prize in Investment Management in 2010 and a
number of Best Paper Awards at international academic conferences.
Professor Yan currently serves as a Managing Editor of the International
Review of Finance. He chaired the program committee for the China
International Conference in Finance (CICF) in 2013 and 2014, and has
served on program committees for several major international
conferences. He reviews manuscripts for more than dozen internationally
renowned academic journals in economics and finance. In addition, he
sits on the advisory boards of several academic and financial
institutions and was selected into Shanghai’s “Thousand Talents Plan”.
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Dragon Tang, Hong Yan, Forthcoming, Understanding Transaction Prices in the Credit Default Swaps Market, Journal of Financial Markets.
Murray Carlson, David Chapman, Ron Kaniel, Hong Yan, 2015, Asset Return
Predictability in a Heterogeneous Agent Equilibrium Model, Quarterly Journal of Finance.
Feng Tian, Dragon Tang, and Hong Yan , 2015, Internal Control Quality and Credit Default Swap Spreads, Accounting Horizons.
Lorenzo Garlappi, Hong Yan, 2011, Financial Distress and the Cross Section of Equity Returns, Journal of Finance.
Dragon Tang, Hong Yan, 2010, Market Conditions, Default Risk and Credit Spreads, Journal of Banking and Finance.
Hong Yan, 2009, Estimation Uncertainty and the Equity Premium, International Review of Finance.