My Brief Vita

 

 

Current Position and Contact

Yan He, Ph.D.

Associate Professor of Finance

School of Business

Indiana University Southeast

812-941-2308

yanhe@ius.edu

 

Education

Ph.D. in Business Administration (Finance), Whitman School of Management, Syracuse University, Syracuse, NY, 1999

 

M.A. in Sociology, Maxwell School of Citizenship and Public Affairs, Syracuse University, Syracuse, NY, 1994

 

B.A. in English, Ocean University of China, Qingdao, China, 1992

 

Working Experience

2004-current: School of Business, Indiana University Southeast

· Tenure, spring 2008 to current

· Associate Professor, spring 2006 to current

· Assistant Professor, 2004-2006

1999-2004: College of Business, San Francisco State University

· Early Tenure and Associate Professor, spring 2004

· Assistant Professor, 1999-2004

 

Courses Taught

E594 Business Analysis and Valuation (graduate course, IUS)

C522 Financial Management (graduate course, IUS)

F446 Bank and Financial Intermediation (undergraduate course, IUS)

F302 Financial Decision Making (undergraduate course, IUS)

F301 Financial Management (undergraduate course, IUS)

Financial Analysis and Management (graduate course, SFSU)

Financial Institutions (undergraduate course, SFSU)

Financial Management (undergraduate course, SFSU)

Business Finance (undergraduate course, SFSU)

Money and Banking (undergraduate course, Syracuse University)

 

Journal Publications 

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.