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Dr Cheng Yan

Senior Lecturer
EBS - Finance
Dr Cheng Yan

Research and professional activities

Research interests

Financial Economics, Sustainable Finance, Asset Pricing, Corporate FInance

Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Options and Futures (BE332)

  • Portfolio Management (BE354)

  • Finance Research Project (BE937)

Previous supervision

Xiaoxi Li
Xiaoxi Li
Degree subject: Finance
Degree type: Master of Science
Awarded date: 4/12/2020

Publications

Journal articles (65)

Wu, W., Jin, L., Chen, C-C., Fang, J. and Yan, C., (2025). . Pacific Basin Finance Journal. 90, 102643-102643

Yan, C., Lian, Y., Xu, X. and Chen, C-C., (2025). Share pledge lending, monetary policy, and shadow banking nexus. Pacific-Basin Finance Journal. 92, 102772-102772

Wang, S., Yan, C. and Zhao, Y., (2024). . Energy Economics. 130, 107257-107257

Ho, K-C., Gu, Y., Yan, C. and Gozgor, G., (2024). . International Review of Financial Analysis. 92, 103056-103056

Zhang, X., Kim, M., Yan, C. and Zhao, Y., (2024). . Journal of International Financial Markets, Institutions and Money. 91, 101911-101911

Ho, K-C., Yan, C., Gozgor, G. and Gu, Y., (2024). . Energy Economics. 130, 107320-107320

Ren, X., An, Y., Jin, C. and Yan, C., (2024). . Energy Economics. 134, 107553-107553

Wu, W., Liu, H., Liu, S., Fang, J., Lau, MCK. and Yan, C., (2024). Editorial: Psychological impact of COVID-19 on individuals: through active choices and passive adaption. Frontiers in Psychology. 15

Kong, X., Yan, C. and Ho, K-C., (2024). . Technological Forecasting and Social Change. 206, 123490-123490

Chen, S., Cumming, D., Liu, X., Ma, H. and Yan, C., (2024). . British Journal of Management. 36 (1), 1-30

Fulop, A., Li, J., Liu, H. and Yan, C., (2024). . Management Science. 71 (4), 3517-3536

Menkveld, AJ., Dreber, A., Verousis, A., Yan, C. and et al., (2024). . The Journal of Finance. 79 (3), 2339-2390

Cheng, T., Yan, C. and Yan, Y., (2023). . Journal of Financial Research. 46 (2), 469-496

Ho, K-C., Shen, X., Yan, C. and Hu, X., (2023). . Technological Forecasting and Social Change. 188, 122314-122314

Liu, J., Xia, S., Wang, Z., Nie, J., Ameen, N., Yan, C. and Lim, MK., (2023). . International Journal of Production Economics. 258, 108783-108783

Zhang, C., Ho, K-C., Yan, C. and Gong, Y., (2023). . International Review of Financial Analysis. 86, 102543-102543

Chen, C-C., Ho, K-C., Yan, C., Yeh, C-Y. and Yu, M-T., (2023). . Journal of Corporate Finance. 80, 102425-102425

Ren, X., Zhong, Y., Cheng, X., Yan, C. and Gozgor, G., (2023). Does carbon price uncertainty affect stock price crash risk? Evidence from China. Energy Economics. 122, 106689-106689

Li, Y., Yan, C. and Ren, X., (2023). . Energy Economics. 121, 106679-106679

Fang, M., Njangang, H., Padhan, H., Simo, C. and Yan, C., (2023). . Energy Economics. 125, 106886-106886

Ho, K-C., Chen, Y., Ye, D. and Yan, C., (2023). . The International Journal of Accounting. 58 (04)

Ho, K-C., Yan, C., Mao, Z. and An, F., (2023). . Energy Economics. 127 (B), 107050-107050

Duan, K., Liu, Y., Yan, C. and Huang, Y., (2023). . Energy Economics. 127, 107049-107049

Huang, Y., Zhu, Q., Yan, C. and Zeng, Y., (2023). . International Journal of Finance & Economics. 30 (1), 426-454

Ren, X., Yuan, K., Tao, L. and Yan, C., (2023). Carbon Prices Forecasting Using Group Information. Energy RESEARCH LETTERS. 4 (4)

Liu, S., Zhang, Y., Liu, H. and Yan, C., (2023). The Impact of Higher Education on Health Behavior during the COVID-19 Pandemic: Evidence from China. Sustainability. 15 (24), 16644-16644

Wang, X. and Yan, C., (2022). . IMF Economic Review. 70 (2), 252-299

Ren, X., Tong, Z., Sun, X. and Yan, C., (2022). . Energy Economics. 107, 105855-105855

Ren, X., Duan, K., Tao, L., Shi, Y. and Yan, C., (2022). . Energy Economics. 108, 105862-105862

Dong, D., Wu, K., Fang, J., Gozgor, G. and Yan, C., (2022). Investor attention factors and stock returns: Evidence from China. Journal of International Financial Markets, Institutions and Money. 77, 101499-101499

Ren, X., Li, Y., Yan, C., Wen, F. and Lu, Z., (2022). . Technological Forecasting and Social Change. 179, 121611-121611

Gu, Y., Ho, K., Xia, S. and Yan, C., (2022). . Energy Economics. 109, 105967-105967

Shi, Y., Stasinakis, C., Xu, Y. and Yan, C., (2022). . International Review of Financial Analysis. 82, 102192-102192

Shi, Y., Chen, D., Guo, B., Xu, Y. and Yan, C., (2022). . International Review of Financial Analysis. 83, 102295-102295

Yan, C., Mao, Z. and Ho, K-C., (2022). . Energy Economics. 113, 106185-106185

Zhu, Q., Jin, S., Huang, Y. and Yan, C., (2022). . Energy Economics. 113, 106197-106197

Wang, J., Dong, K., Sha, Y. and Yan, C., (2022). . Technological Forecasting and Social Change. 184, 121965-121965

Zhu, Q., Jin, S., Huang, Y., Yan, C. and Chen, C., (2022). . International Review of Financial Analysis. 84, 102377-102377

Ren, X., Zhang, X., Yan, C. and Gozgor, G., (2022). . Energy Economics. 113, 106209-106209

Ren, X., Qin, J., Jin, C. and Yan, C., (2022). . Energy Economics. 115, 106378-106378

Shi, Y., Stasinakis, C., Xu, Y., Yan, C. and Zhang, X., (2022). . International Review of Financial Analysis. 83, 102284-102284

Lu, Z., Gozgor, G., Mahalik, MK., Padhan, H. and Yan, C., (2022). . Energy Economics. 112, 106153-106153

Gozgor, G., Lau, MCK., Zeng, Y., Yan, C. and Lin, Z., (2022). . Journal of Travel Research. 61 (4), 872-886

Chen, S., Li, J., Liu, X. and Yan, C., (2022). . The European Journal of Finance. 29 (14), 1-29

Damianov, DS., Wang, X. and Yan, C., (2021). Google Search Queries, Foreclosures, and House Prices. The Journal of Real Estate Finance and Economics. 63 (2), 177-209

Cheng, T., Yan, C. and Yan, Y., (2021). . Journal of Empirical Finance. 61, 57-81

Duan, K., Ren, X., Shi, Y., Mishra, T. and Yan, C., (2021). The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. Energy Economics. 95, 105131-105131

Yan, C. and Yan, J., (2021). Optimal and naive diversification in an emerging market: Evidence from China's A鈥恠hares market. International Journal of Finance & Economics. 26 (3), 3740-3758

Gu, Y., Ho, K-C., Yan, C. and Gozgor, G., (2021). . Energy Economics. 100, 105379-105379

Wang, X., Yan, C., Yan, J. and Gozgor, G., (2021). . Journal of International Financial Markets, Institutions and Money. 75, 101417-101417

Chen, Y., Dai, M., Goncalves-Pinto, L., Xu, J. and Yan, C., (2021). . Management Science. 67 (9), 5703-5729

Jia, Z., Shi, Y., Yan, C. and Duygun, M., (2020). . The European Journal of Finance. 26 (7-8), 666-690

Yan, C. and Cheng, T., (2019). . Journal of Empirical Finance. 50, 78-92

Fuertes, A-M., Phylaktis, K. and Yan, C., (2019). . Journal of International Money and Finance. 98, 102066-102066

Yan, C. and Zhao, B., (2019). A general jump-diffusion process to price volatility derivatives. Journal of Futures Markets. 39 (1), 15-37

Zhao, B., Yan, C. and Hodges, S., (2019). . Financial Review. 54 (1), 165-199

Cai, B., Cheng, T. and Yan, C., (2018). . Journal of Empirical Finance. 49, 81-106

Yan, C., (2018). Hot money in disaggregated capital flows. The European Journal of Finance. 24 (14), 1190-1223

Zhang, H. and Yan, C., (2018). . Financial Markets, Institutions and Instruments. 27 (2), 49-86

Yan, C. and Wang, X., (2018). The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. Journal of International Financial Markets, Institutions and Money. 56, 38-54

Zhang, H. and Yan, C., (2018). Modelling fundamental analysis in portfolio selection. Quantitative Finance. 18 (8), 1315-1326

Cheng, T. and Yan, C., (2017). Evaluating the size of the bootstrap method for fund performance evaluation. Economics Letters. 156, 36-41

Yan, C. and Zhang, H., (2017). Mean-variance versus na茂ve diversification: The role of mispricing. Journal of International Financial Markets, Institutions and Money. 48, 61-81

Fuertes, A-M., Phylaktis, K. and Yan, C., (2016). Hot money in bank credit flows to emerging markets during the banking globalization era. Journal of International Money and Finance. 60, 29-52

Yan, C., Phylaktis, K. and Fuertes, A-M., (2016). On cross-border bank credit and the U.S. financial crisis transmission to equity markets. Journal of International Money and Finance. 69, 108-134

Reports and Papers (3)

Cheng, T., Pilbeam, K., Xing, S. and Yan, C., Do Active Chinese Equity Fund Managers Produce Positive Alpha? A Comprehensive Performance Evaluation

Guernsey, S., Serfling, M. and Yan, C., (2024). Marijuana Legalization and Firms' Cost of Equity

Chen, S., Li, J., Rau, PR. and Yan, C., (2024). Animal Spirits: Superstitious Behavior by Mutual Fund Managers

Contact

cheng.yan@essex.ac.uk
+44 (0) 1206 872028

Location:

EBS.3.19, Colchester Campus

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