Yan He, Ph.D.
Associate Professor of Finance
School of Business
Indiana University Southeast
4201 Grant Line Road
New Albany, IN 47150
· B.A., Ocean University of China, Qingdao, China, 1992
· Current: Associate Professor of Finance, School of Business, Indiana University Southeast
· 2004-current: School of Business, Indiana University Southeast
· Tenure granted, spring 2008
· Associate Professor granted, spring 2006
· Assistant Professor, 2004-2006
· 1999-2004: College of Business, San Francisco State University
· Early Tenure and Associate Professor granted, spring 2004
· Assistant Professor, 1999-2004
· E594 Business Analysis and Valuation (graduate-MSSF, IUS)
· C522 Financial Management (graduate-MBA & MSSF, IUS)
· F410 Financial Institutions & Markets (undergraduate—finance majors, IUS)
· F446 Bank and Financial Intermediation (undergraduate-finance majors, IUS)
· F302 Financial Decision Making (undergraduate-finance majors, IUS)
· F301 Financial Management (undergraduate-business majors, IUS)
· Financial Analysis and Management (graduate-MBA & MSF, SFSU)
· Financial Institutions (undergraduate-finance majors, SFSU)
· Financial Management (undergraduate-finance majors, SFSU)
· Business Finance (undergraduate-business majors, SFSU)
· Money and Banking (undergraduate-business majors, Syracuse University)
For my articles selected on SSRN, see http://ssrn.com/author=447144
· He, Y., Wang, J., & Wu, C. (forthcoming). Domestic versus Foreign Equity Shares: Which are More Costly to Trade in the Chinese Market? International Review of Economics and Finance.
· He, Y. & Wang, J. (2012). Stock Split Decisions: A Synthesis of Theory and Evidence. Journal of Applied Finance 22, 124-142.
· He, Y., Wang, J., & Wei, K.C. (2011). Do Bond Rating Changes Affect the Information Asymmetry of Stock Trading? Journal of Empirical Finance 18, 103-116.
· He, Y., Lin, H., Wu, C., & Dufrene, U. B. (2009). The 2000 Presidential Election and the Information Cost of Sensitive versus Non-Sensitive S&P 500 Stocks. Journal of Financial Markets 12, 54-86.
· He, Y., Lin, H., Wang, J., & Wu, C. (2009). Price Discovery in the Round-the-Clock U.S. Treasury Market. Journal of Financial Intermediation 18, 464-490.
· Li, H., Wang, J., Wu, C., & He, Y. (2009). Are Liquidity and Information Risks Priced in the Treasury Bond Market? Journal of Finance 64, 467-503.
· He, Y., Wu, C., & Dufrene, U. B. (2008). Value Growth Rate and Value-to-Price Ratio: Forecasting Returns of the S&P 500 Composite Index. Advances in Financial Planning and Forecasting, 3, 163-192.
· Dufrene, U. B. & He, Y. (2007). Southern Indiana Bank Deposit Market. INContext, 8(3)
· Dufrene, U. B. & He, Y. (2007). New Residential Permit Trends in Southern Indiana. INContext, 8(1).
· He, Y. & Wu, C. (2006). Is Stock Price Rounded for Economic Reasons in the Chinese Markets? Global Finance Journal, 17, 119-135.
· He, Y. & Wu, C. (2005). The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading costs. Journal of Financial Research, 28, 77-96.
· He, Y. & Wu, C. (2004). Price Rounding and Bid-Ask Spreads before and after the Decimalization. International Review of Economics and Finance, 13, 19-42.
· He, Y. & Wu, C. (2003). The Post-Reform Bid-Ask Spread Disparity between NASDAQ and the NYSE. Journal of Financial Research, 26, 207-224.
· He, Y. & Wu, C. (2003). What Explains the Bid-Ask Spread Decline after Nasdaq Reforms. Financial Markets, Institutions and Instruments, 12, 347-376.
· He, Y., Wu, C. , & Chen, Y. (2003). An Explanation of the Volatility Disparity between the Domestic and Foreign Shares in the Chinese Stock Markets. International Review of Economics and Finance, 12, 171-186.
· Wu, C., Chen, C. , & He, Y. (2003). The Performance of East Asian Economies and Financial Markets since the 1997 Financial Crisis. Review of Pacific Basin Financial Markets and Policies, 6, 113-140.
· He, Y. & Long, F. (2003). Market Expansion vs. Cost Reduction: A Financial Analysis of Foreign Direct Investment Advantages for Multinational Enterprises. Japan and the World Economy, 15, 407-417.
· He, Y. & Wu, C. (2001). Further Evidence on Mean Reversion in Index Basis Changes. Financial Review, 36, 95-125.
· He, Y. & Long, F. (2001). The Determination of Front-end Financial Targets in IJVs: A Decision-Making Model for MNEs. Management Research News, 24, 17-30.
Honors and Awards
· Included, Who’s Who among America’s Teachers, 2007
· The Donald Swanson Memorial Award for Excellence in Research, School of Business, Indiana University Southeast, 2006
· Summer Research Fellowship, Indiana University Southeast, 2005
· Presidential Awards for Professional Development, San Francisco State University, fall 2003
· Summer Research Awards, San Francisco State University, 2002
· Summer Research Awards, San Francisco State University, 2000
· Outstanding Paper Awards, sponsored by Nasdaq, for the research paper “The Effects of Market Reform on the Informed Trading Costs of NASDAQ Stocks” (coauthored with Chunchi Wu) presented at the Eastern Finance Association meeting, 2000.
· Outstanding Doctoral Dissertation Award, for dissertation “Justification of Bid-Ask Spread Disparity between NASDAQ and the NYSE before and after Market Reform,” Syracuse University, 1999-2000.