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Faculty and Research

Dr. Susana Yu

Associate Professor
Department of Economics and Finance

Room 419, Partridge Hall
School of Business, Montclair State University
1 Normal Avenue, Montclair, NJ 07043

Phone: 973-655-2094

Email: yus@mail.montclair.edu

Biography

Susana Yu has taught fundamentals of finance, corporate financial management, investment analysis, international finance, options and portfolio management theory. Her scholarly activities include peer reviewed articles in finance journals such as Global Finance Journal, Journal of Applied Finance, Journal of Banking and Finance, Journal of Futures Markets, Journal of Investing, and Journal of Investment Management.

Education

  • Ph D, Business, 2002, Baruch College / CUNY, New York City
  • MBA, Business, 1993, Baruch College / CUNY, New York City
  • BA, Accounting, 1991, Queens College / CUNY, New York City

Publications

Refereed Published Articles

  • Yu, S., Kim, S. (2009). Analysis of Business Week Hot-Growth Stocks: Momentum and Fundamental Investment Approaches. Journal of Asset Management, 10(3),192-204.
  • Ferguson, R., Leistikow, D., Yu, S. (2009). Arithmetic and Continuous Return Mean-Variance Efficient Frontiers. Journal of Investing, 18(3),62-70.
  • Yu, S., Webb, G., Tandon, K. (2009). Option Introduction and Secondary Equity Offerings. To appear in Journal of Applied Finance.
  • Yu, S., Rentzler, J., Tandon, K. (2009). Re-examination of the Uncertain Information Hypothesis. To appear in Review of Quantitative Finance and Accounting.
  • Yu, S. (2009). Reinganum's Trading Strategies Revisited: Structuring Profitable Strategies Based on Updated Filter. Managerial Finance, 35(4),357-384.
  • Ferguson, R., Leistikow, D., Rentzler, J., Yu, S. (2009). The Effect of Value Estimation Errors On Portfolio Growth Rates. Journal of Investing, 18(2),69-75.
  • Yu, S., Webb, G. (2009). The Effects of ETF Splits on Liquidity and Individual Investors. Managerial Finance, 35(9),754-771.
  • Yu, S., Leistikow, D. (2009). Which Explains an Indexes' Better - Changes in its Own Implied Volatility or a Broader Indexes' Implied Volatility?. Journal of Investment Management, 7(3),66-80.
  • Chern, K., Tandon, K., Yu, S. (2008). Momentum Strategies on Optioned and Non-Optioned Stocks. The Journal of American Academy of Business, Cambridge, 13(2),58-64.
  • Chern, K., Tandon, K., Yu, S., Webb, G. (2008). The Information Content of Stock Split Announcements: Do Options Matter?. Journal of Banking and Finance, 32(6),930-946.
  • Leistikow, D., Yu, S. (2007). VIX Signaled Switching for Style-Differential and Size-Differential Short-term Stock Investing. Finance Letters, 5(6).
  • Rentzler, J., Tandon, K., Yu, S. (2006). Intraday Price Reversal Patterns in the Currency Futures Market: The Impact of the Introduction of GLOBEX and the Euro. Journal of Futures Markets, 26(11),1089-1130.
  • Ferguson, R., Rentzler, J., Yu, S. (2006). Trading Strategy on EVA and MVA: Are They Reliable Indicators of Future Stock Performance?. Journal of Investing, 15(4),88-94.
  • Rentzler, J., Tandon, K., Yu, S. (2006). Short-term Market Efficiency in the Futures Markets: TOPIX Futures and 10-Year JGB Futures. Global Finance Journal, 16(3),330-353.
  • Wolf, A., Yu, S., Grant, J. (2005). Intra-Day Price Reversals for S&P500 Index Futures. Journal of Banking and Finance, 29(5),1311-1327.
  • Yu, S., Rentzler, J., Wolf, A. (2005). NASDAQ-100 Index Futures: Intraday Momentum or Reversal?. Journal of Investment Management, 3(3),55-81.
  • Ferguson, R., Rentzler, J., Yu, S. (2005). Does EVA Improve Stock Performance Profitability?. Journal of Applied Finance, 15(2),101-113.
  • Yu, S., Rentzler, J. (2004). Can Simple Buy and Sell Rules Increases Index Future Day Trading Profitabilty?. Journal of Investment Management, 2(1),55-75.
  • Yu, S., Rentzler, J., Wolf, A. (2004). Long/Short Investment Strategies May Not Be Factor Neutral. Journal of Investing, 13(3),44-53.
  • Ferguson, L., Ferguson, R., Rentzler, J., Yu, S. (2004). Looking Back: Quantitive Investment Analysis Before Computers. Journal of Applied Finance, 14(1),52-61.
  • Wolf, A., Yu, S. (2003). An Examination of Average Returns, Dispersion of Average Returns, and Bid-Ask Quotes on Long, Short and Long/Short Portfolios under Different Trading Methods. The Journal of Wealth Management, 5(4),23-36.
  • Wolf, A., Yu, S. (2003). Emprical Study on Price Momentum Strategy for Long, Short and Long/Short Portfolios. The Journal of Wealth Management, 6(1),73-87.