| Characteristics Are Covariances: A Unified Model of Risk and Return B Kelly, S Pruitt, Y Su Journal of Financial Economics, 2018 | 786 | 2018 |
| Instrumented principal component analysis BT Kelly, S Pruitt, Y Su Available at SSRN 2983919, 2020 | 132 | 2020 |
| Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text L Bybee, BT Kelly, Y Su The Review of Financial Studies, 2023 | 71 | 2023 |
| Quantity, Risk, and Return Y An, Y Su, C Wang Available at SSRN 4098609, 2024 | 7* | 2024 |
| The Reflection Channel of Shock Transmission in Production Networks Y Su Available at SSRN 3060965, 2017 | 3 | 2017 |
| Trading Volume Alpha R Goyenko, BT Kelly, TJ Moskowitz, Y Su, C Zhang Available at SSRN 4802345, 2024 | 2 | 2024 |
| Interbank Runs: A Network Model of Systemic Liquidity Crunches Y Su | 2 | 2018 |
| Conditional Spectral Methods FM Bandi, Y Su Journal of Econometrics, 2022 | 1 | 2022 |
Bryan KellyYale School of Managementยืนยันอีเมลแล้วที่ yale.edu