Yanchu Wang

School of Finance - Shanghai University of Finance and Economics

Assistant Professor

Shanghai, 200433

China

  • School of Finance - Shanghai University of Finance and Economics

SCHOLARLY PAPERS

3

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Top 42,975

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TOTAL CITATIONS
Rank 21,383

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Top 21,383

in Total Papers Citations

28

Scholarly Papers (3)

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1.

Can Shorts Predict Returns? A Global Perspective

Number of pages: 80 Posted: 03 Oct 2015 Last Revised: 08 Mar 2021
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar, Yanchu Wang, Xiaoyan Zhang and Xinran Zhang
Singapore Management University - Lee Kong Chian School of Business, Corvinus University of Budapest, School of Finance - Shanghai University of Finance and Economics, Tsinghua University - PBC School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 1,156 (40,405)
Citation 10

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Stock Price Efficiency, Liquidity, Market Development, Short Sale Regulations, Short Selling

2.

Predicting Individual Corporate Bond Returns

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Citation 4

Predicting Individual Corporate Bond Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 65 Posted: 30 Jun 2021 Last Revised: 14 Dec 2024
Guanhao Feng, Xin He, Yanchu Wang and Chunchi Wu
City University of Hong Kong (CityU), University of Science and Technology of China (USTC), School of Finance - Shanghai University of Finance and Economics and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 478 (127,980)
Citation 4

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Aggregate Predictors, Bond Characteristics, Forecast-implied Investment Gains, Machine Learning, Time-varying Return Predictability

Predicting Individual Corporate Bond Returns

Number of pages: 67 Posted: 06 Apr 2024
Guanhao Feng, Xin He, Yanchu Wang and Chunchi Wu
City University of Hong Kong (CityU), University of Science and Technology of China (USTC), School of Finance - Shanghai University of Finance and Economics and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 202 (322,795)

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Aggregate Predictors, Bond Characteristics, Forecast-implied Investment Gains, Machine Learning; Time-varying Return Predictability., Time-varying Return Predictability

3.

The Information Content of the Sentiment Index

Number of pages: 65 Posted: 17 Nov 2012 Last Revised: 02 Oct 2015
Steven Sibley, Yanchu Wang, Yuhang Xing and Xiaoyan Zhang
Kelley School of Business, School of Finance - Shanghai University of Finance and Economics, Rice University and Tsinghua University - PBC School of Finance
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Citation 14

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investor sentiment index, return predictability, business cycle