Rate My Professor Yongxian Tan

Dr. Tan's research focuses on stock market anomalies and corporate governance. Key publications include "Do Investors Fully Understand the Seasonality in Accruals?" (The Accounting Review, 2026), "Short seller monitoring and real earnings management" (The Financial Review, 2024, with Tianyu Cai and Lixiong Guo), "Can the Changes in Fundamentals Explain the Attenuation of Anomalies?" (Journal of Financial Economics, 2023, with Siu Kai Choy and Craig Lewis), "Female directors: Why are some less informed than others?" (Journal of Corporate Finance, 2021, with Shawn Mobbs and Shage Zhang), "The real effect of partial privatization on corporate innovation" (Journal of Corporate Finance, 2020, with Xuan Tian, Xinde Zhang, and Hailong Zhao), "Testing the accruals anomaly based on the speed of price adjustment" (European Journal of Finance, 2022, with Siu Kai Choy and Gerard Lobo), "The Cash Conversion Cycle Spread: International Evidence" (2022, with Chen Chen et al.), and "Can the relative price ratio of gold to platinum predict the Chinese stock market?" (Pacific-Basin Finance Journal, 2020, with Xing Han and Xinfeng Ruan). He received AFAANZ research grants for "Equity lending and stock resiliency surrounding market crashes" and "How does individualism affect mutual fund managers' behaviours?" while at Otago. Dr. Tan contributes to conferences as a discussant, including the FIRN Annual Conference, and participates in NBER Chinese Economy Working Group meetings.