Yao Lu

PhD candidate, University of Chicago Booth School of Business

Working Papers

  • “Disclosure Externalities from Strategic Interactions: Evidence from Bank Liquidity Disclosures” (job market paper)

    • Presented at the Federal Reserve Bank of Cleveland/OFR 2019 Financial Stability Conference

    • Cited by Economic Commentary of Federal Reserve Bank of Cleveland in 2020

  • “Expected Loan Loss Provisioning: An Empirical Model” (with Valeri Nikolaev)

  • “Moving Forward: Management Guidance and Earnings Announcement Returns” (with Douglas J. Skinner)

Work in Progress

  • “Does Delaying Loan Loss Recognition Help in Disasters? Evidence from Hurricanes” (solo-authored)

    • Modeling and preliminary results; additional analyses in progress

  • “Spillovers of Earnings Conference Calls Through Analysts” (with John Gallemore and Anya Kleymenova)

    • Conference call transcript parsing complete; conference call-analyst network under construction

    • Research grant, George J. Stigler Center for the Study of the Economy and the State

  • “Delinquent Loan Disclosure from Industrial Firms and Bank Risk-taking” (with Jie He, Zhengfei Lu, Valeri Nikolaev and Xiaofang Xu)

    • Data collection complete; early tests in progress

  • “Green Supply Chain: Effects of Informing Customers of Suppliers’ Environmental Behavior” (solo-authored)

    • Proposal and proprietary data usage approved by environmental NGO the Institute of Public and Environmental Affairs