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Yu, Jianfeng's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,854 |
Total
Citations
80 |
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1.
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The Short of It: Investor Sentiment and Anomalies
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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Posted:
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15 Mar 10
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Last Revised:
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11 Mar 12
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2,819
(1,541)
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22
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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59
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22
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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15 Mar 10
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Last Revised:
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11 Mar 12
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2,760
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22
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Investor Sentiment, Anomaly, Short-sale Constraint
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2.
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Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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19 Nov 05
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Last Revised:
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09 Mar 11
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1,384
(5,442)
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12
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investor sentiment, mean-variance relation, volatility
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3.
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Li, Jun
University of Texas at Dallas Yu, Jianfeng
University of Minnesota
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19 Nov 09
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Last Revised:
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20 Mar 12
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807
(13,112)
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3
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Under-reaction, Over-reaction, Anchor, Behavioral Finance
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4.
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Uncertainty, Risk, and Incentives: Theory and Evidence
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He, Zhiguo
University of Chicago - Booth School of Business, and NBER Li, Si
Wilfrid Laurier University - School of Business & Economics Wei, Bin
Federal Reserve Board Yu, Jianfeng
University of Minnesota
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Posted:
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07 Nov 10
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Last Revised:
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09 Apr 13
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367
(38,259)
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1
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He, Zhiguo
University of Chicago - Booth School of Business, and NBER Li, Si
Wilfrid Laurier University - School of Business & Economics Wei, Bin
Federal Reserve Board - Capital Markets Section Yu, Jianfeng
University of Minnesota
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33
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1
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Executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off
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He, Zhiguo
University of Chicago - Booth School of Business, and NBER Li, Si
Wilfrid Laurier University - School of Business & Economics Wei, Bin
Federal Reserve Board Yu, Jianfeng
University of Minnesota
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| Posted: |
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17 Mar 12
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Last Revised:
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24 Feb 13
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68
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1
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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off
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He, Zhiguo
University of Chicago - Booth School of Business, and NBER Li, Si
Wilfrid Laurier University - School of Business & Economics Wei, Bin
Federal Reserve Board Yu, Jianfeng
University of Minnesota
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| Posted: |
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07 Nov 10
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Last Revised:
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24 Feb 13
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266
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1
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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off
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5.
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Wang, Huijun
University of Minnesota - Twin Cities Yu, Jianfeng
University of Minnesota
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21 Nov 10
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Last Revised:
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17 Apr 13
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354
(40,008)
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3
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profitability, anomaly, limit of arbitrage, information uncertainty
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6.
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Belo, Frederico
University of Minnesota Yu, Jianfeng
University of Minnesota
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19 Nov 09
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Last Revised:
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04 Oct 12
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348
(40,874)
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1
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q-theory, public sector capital, return predictability
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7.
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
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Versions (2)
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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Posted:
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02 Oct 12
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Last Revised:
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14 Jan 13
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331
(43,393)
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1
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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0
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1
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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| Posted: |
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02 Oct 12
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Last Revised:
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14 Jan 13
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331
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1
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arbitrage risk, idiosyncratic volatility puzzle, short-sale constraints, investor sentiment
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8.
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Technological Growth and Asset Pricing
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Versions (2)
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Panageas, Stavros
University of Chicago - Booth School of Business Yu, Jianfeng
University of Minnesota
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Posted:
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07 Dec 06
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Last Revised:
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17 May 12
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286
(51,493)
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20
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Panageas, Stavros
University of Chicago - Booth School of Business Yu, Jianfeng
University of Minnesota
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21
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20
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Panageas, Stavros
University of Chicago - Booth School of Business Yu, Jianfeng
University of Minnesota
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07 Dec 06
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Last Revised:
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17 May 12
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265
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20
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Production-based asset pricing, continuous-time methods, macro-finance, growth options, irreversible investment, technology adoption, vintage models
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9.
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Wang, Huijun
University of Minnesota - Twin Cities Yu, Jianfeng
University of Minnesota
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| Posted: |
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19 Jun 11
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Last Revised:
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14 Jan 13
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221
(68,572)
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value premium, mispricing, limits to arbitrage, financial distress, default risk, profitability, duration, cash flow risk, operating leverage
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10.
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Yu, Jianfeng
University of Minnesota
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| Posted: |
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21 Dec 09
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Last Revised:
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22 Mar 13
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217
(69,522)
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6
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investor sentiment, forward premium puzzle, long-run risk, Backus-Smith puzzle
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11.
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The Long of it: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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Posted:
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11 Jul 12
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Last Revised:
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21 Jul 12
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215
(70,223)
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1
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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3
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1
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Stambaugh, Robert F.
University of Pennsylvania - The Wharton School Yu, Jianfeng
University of Minnesota Yuan, Yu
Shanghai Advanced Institute of Finance
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212
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1
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investor sentiment, anomalies, spurious regressors
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12.
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Shen, Junyan
University of Minnesota - Twin Cities Yu, Jianfeng
University of Minnesota
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| Posted: |
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25 Jan 12
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Last Revised:
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02 Apr 13
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194
(77,855)
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2
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macro risk, factor, investor sentiment, beta, factor-mimicking portfolio
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13.
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Yu, Jianfeng
University of Minnesota
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| Posted: |
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14 Mar 09
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Last Revised:
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17 May 12
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137
(106,942)
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4
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Long-run risk, habit-formation, forward-looking, long-run correlation
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14.
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Hirshleifer, David A.
University of California, Irvine - Paul Merage School of Business Yu, Jianfeng
University of Minnesota
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| Posted: |
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21 Mar 11
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Last Revised:
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04 Mar 13
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106
(131,067)
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3
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Extrapolation, long-run risk, production-based model, recursive preferences
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15.
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He, Zhiguo
University of Chicago - Booth School of Business, and NBER Wei, Bin
Federal Reserve Board Yu, Jianfeng
University of Minnesota
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| Posted: |
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25 Jan 12
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Last Revised:
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08 Mar 13
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68
(173,759)
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1
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Executive Compensation, Moral Hazard, Bayesian Learning, Hidden Information, Belief Manipulation, Private Savings, Continuous-Time Optimal Contracting
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