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Han, Yufeng's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,910 |
Total
Citations
48 |
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1.
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Han, Yufeng
University of Colorado at Denver - Business School Yang, Ke
Washington University in Saint Louis Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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12 Aug 10
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Last Revised:
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22 May 12
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5,644
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5
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Technical Analysis, Moving Average, Anomaly, Market Timing
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2.
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Han, Yufeng
University of Colorado at Denver - Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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02 Dec 12
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Last Revised:
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16 Jan 13
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1,444
(4,991)
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Trends, Moving Averages, Predictability, Momentum, Factor Models
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3.
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Han, Yufeng
University of Colorado at Denver - Business School
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926
(10,427)
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1
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Market Risk Premium, Market Risk-Return Relation, Volatility Risk Premium, Stochastic Volatility, EMM
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4.
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Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
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Versions (2)
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Han, Yufeng
University of Colorado at Denver - Business School
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Posted:
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17 Oct 02
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Last Revised:
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29 Jul 10
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437
(30,363)
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23
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Han, Yufeng
University of Colorado at Denver - Business School
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0
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fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking
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Han, Yufeng
University of Colorado at Denver - Business School
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437
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23
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5.
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Horses for Courses: Fund Managers and Organizational Structures
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Versions (3)
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Han, Yufeng
University of Colorado at Denver - Business School Noe, Thomas H.
University of Oxford - Said Business School Rebello, Michael J.
University of Texas at Dallas - Naveen Jindal School of Management
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Posted:
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04 Mar 08
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Last Revised:
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20 Mar 12
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359
(38,801)
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3
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Han, Yufeng
University of Colorado at Denver - Business School Noe, Thomas H.
University of Oxford - Said Business School Rebello, Michael J.
University of Texas at Dallas - Naveen Jindal School of Management
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57
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3
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Team Management, Fund Performance, Fund Holdings, Self Selection
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Han, Yufeng
University of Colorado at Denver - Business School Noe, Thomas H.
University of Oxford - Said Business School Rebello, Michael J.
University of Texas at Dallas - Naveen Jindal School of Management
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146
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3
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Han, Yufeng
University of Colorado at Denver - Business School Rebello, Michael J.
University of Texas at Dallas - Naveen Jindal School of Management Noe, Thomas H.
University of Oxford - Said Business School
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156
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3
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Team Management, Fund Performance, Self Selection
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6.
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Idiosyncratic Volatility and Liquidity Costs
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Versions (1)
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Export Bibliographic Info |
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Lesmond, David A.
Tulane University - A.B. Freeman School of Business Han, Yufeng
University of Colorado at Denver - Business School
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174
(58,631)
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2
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Lesmond, David A.
Tulane University - A.B. Freeman School of Business Han, Yufeng
University of Colorado at Denver - Business School
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174
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2
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Cross-Sectional Return, Idiosyncratic Volatility, Asset Pricing Model, Zero Returns, Bid-Ask Spread, Liquidity Costs
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7.
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Han, Yufeng
University of Colorado at Denver - Business School Hu, Ting
Zhongnan University of Economics and Law Lesmond, David A.
Tulane University - A.B. Freeman School of Business
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19 Mar 11
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Last Revised:
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01 Nov 11
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235
(63,177)
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5
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Cross-Sectional Return, International Markets, Idiosyncratic Volatility, Bid-Ask Spread
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8.
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Han, Yufeng
University of Colorado at Denver - Business School
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205
(72,823)
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2
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Return predictability, Economic value, Portfolio performance, nonlinearity
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9.
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Return Predictability, Economic Profits, and Model Mis-Specification: How Important are the Better Specified Models?
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Han, Yufeng
University of Colorado at Denver - Business School
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Posted:
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02 Mar 07
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Last Revised:
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23 Mar 07
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201
(74,289)
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Han, Yufeng
University of Colorado at Denver - Business School
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117
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return predictability, economic value, model mis-specification, VAR, GARCH, seminonparametric model, model selection criteria
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Han, Yufeng
University of Colorado at Denver - Business School
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84
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return predictability, economic value, model mis-specification, VAR, GARCH, seminonparametric model, model selection criteria
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10.
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Han, Yufeng
University of Colorado at Denver - Business School Lesmond, David A.
Tulane University - A.B. Freeman School of Business
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121
(117,065)
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7
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Cross-Sectional Return, Idiosyncratic Volatility, Zero Returns, Bid-Ask Spread
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11.
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Han, Yufeng
University of Colorado at Denver - Business School
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119
(118,614)
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12.
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U.S. Monetary Policy Surprises and Mortgage Rates
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Show Abstracts |
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Versions (1)
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hide multiple versions |
Export Bibliographic Info |
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Xu, Tracy
University of Denver Han, Yufeng
University of Colorado at Denver - Business School Yang, Jian
University of Colorado Denver - The Business School
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Posted:
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01 Dec 10
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Last Revised:
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15 Apr 11
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45
(209,384)
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Xu, Tracy
University of Denver Han, Yufeng
University of Colorado at Denver - Business School Yang, Jian
University of Colorado Denver - The Business School
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| Posted: |
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01 Dec 10
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Last Revised:
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15 Apr 11
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45
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