Yulong Sun

Bocconi University - Department of Finance

PhD Fellow

Via Roentgen 1

Milano, MI 20136

Italy

http://www.yulongsun.com/

  • Bocconi University - Department of Finance

SCHOLARLY PAPERS

4

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309

SSRN CITATIONS

0

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Scholarly Papers (4)

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1.

Government Debt, Dividend Growth, and Stock Returns

Number of pages: 79 Posted: 19 Dec 2019 Last Revised: 11 Jun 2020
Yulong Sun
Bocconi University - Department of Finance
Downloads 133 (233,657)

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Cash retention friction; Dividend predictability; Long-run productivity; Public debt

2.

History Doesn't Repeat, But It Rhymes.- Cash Flow Risk and Expected Returns

Number of pages: 35 Posted: 18 Nov 2019
Yulong Sun
Bocconi University - Department of Finance
Downloads 73 (347,881)

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Cash flow risk, Idiosyncratic volatility, Cross-section of stock returns, Factor models, ICAPM

3.

Prices and Returns: What Is the Role of Inflation?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 29 Oct 2019 Last Revised: 08 Nov 2019
Yulong Sun
Bocconi University - Department of Finance
Downloads 62 (379,271)

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Dividend growth, Dividend yield, International equity markets, Money illusion, Stock returns

4.

Cyclical Consumption and Expected Returns: New Evidence - How Long Does it Take to Form the Habit in Habit Model?

Number of pages: 33 Posted: 26 Nov 2019 Last Revised: 26 Jun 2020
Yulong Sun
Bocconi University - Department of Finance
Downloads 41 (454,241)

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Cyclical consumption growth, Habit formation and habit model, Return predictability