Yulong Sun

University of Science and Technology of China (USTC)

Assistant Professor of Finance

No.96 Jinzhai Road

Hefei, Anhui 230026

China

http://sites.google.com/view/yulongsun/

SCHOLARLY PAPERS

6

DOWNLOADS

797

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

How Common are Return Factors in Cryptocurrencies and Equities?

Number of pages: 58 Posted: 28 Apr 2021 Last Revised: 15 Sep 2021
Guo Feng and Yulong Sun
Southern University of Science and Technology and University of Science and Technology of China (USTC)
Downloads 216 (194,859)

Abstract:

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Asset pricing; Cryptocurreny; Common subspace; Equity market; Factor structure

2.

Government Debt, Dividend Growth, and Stock Returns

Number of pages: 79 Posted: 19 Dec 2019 Last Revised: 11 Jun 2020
Yulong Sun
University of Science and Technology of China (USTC)
Downloads 210 (199,971)

Abstract:

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

3.

Prices and Returns: What Is the Role of Inflation?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55 Posted: 29 Oct 2019 Last Revised: 22 Feb 2022
Yulong Sun
University of Science and Technology of China (USTC)
Downloads 155 (260,162)

Abstract:

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Dividend yield; Inflation predictability; International equity markets; Long-run risk.

4.

Climate Concern and Return Predictability: International Evidence

Number of pages: 34 Posted: 10 Mar 2022
Yulong Sun and Kai Wang
University of Science and Technology of China (USTC) and Central University of Finance and Economics (CUFE)
Downloads 108 (340,679)

Abstract:

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Asset pricing, Climate change, Media coverage, CO2 emissions, Return predictability

5.

Fear Propagation and Return Dynamics

Number of pages: 49 Posted: 12 Feb 2021
Yulong Sun and Kai Wang
University of Science and Technology of China (USTC) and Central University of Finance and Economics (CUFE)
Downloads 104 (349,504)

Abstract:

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Business cycles, Economic state variables, Fear propagation, Precious metals, State-switching model, Return predictability.

6.

China Markets, Information Diffusion, and Global Stock Return Predictability

Number of pages: 76 Posted: 04 Nov 2020 Last Revised: 15 Oct 2021
Yulong Sun
University of Science and Technology of China (USTC)
Downloads 4 (836,707)

Abstract:

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Economic state variables, Global asset pricing models, Information frictions, Investor attention, Return predictability