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Yuan, Yu's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,093 |
Total
Citations
56 |
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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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2,782
(1,555)
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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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2,723
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22
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Investor Sentiment, Anomaly, Short-sale Constraint
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2.
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Global, Local, and Contagious Investor Sentiment
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Baker, Malcolm P.
Harvard Business School Wurgler, Jeffrey
NYU Stern School of Business Yuan, Yu
Shanghai Advanced Institute of Finance
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Posted:
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23 Mar 09
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Last Revised:
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11 Mar 12
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1,650
(3,930)
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19
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Baker, Malcolm P.
Harvard Business School Wurgler, Jeffrey
NYU Stern School of Business Yuan, Yu
Shanghai Advanced Institute of Finance
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08 Jun 09
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Last Revised:
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11 Mar 12
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284
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19
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Sentiment, Return predictability
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Baker, Malcolm P.
Harvard Business School Wurgler, Jeffrey
NYU Stern School of Business Yuan, Yu
Shanghai Advanced Institute of Finance
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23 Mar 09
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Last Revised:
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11 Mar 12
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1,366
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19
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Sentiment, Return predictability
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3.
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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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1,370
(5,485)
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12
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investor sentiment, mean-variance relation, volatility
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4.
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Yuan, Yu
Shanghai Advanced Institute of Finance
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17 Mar 08
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Last Revised:
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19 Sep 12
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774
(13,821)
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1
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Attention, Individual investor, Trading
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5.
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
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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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306
(47,049)
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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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306
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1
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arbitrage risk, idiosyncratic volatility puzzle, short-sale constraints, investor sentiment
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6.
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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)
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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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211
(70,758)
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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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208
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1
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investor sentiment, anomalies, spurious regressors
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