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Hefei, Anhui 230026
China
http://sites.google.com/view/yulongsun/
Asset pricing; Cryptocurreny; Common subspace; Equity market; Factor structure
Cash retention friction; Dividend predictability; Long-run productivity; Public debt
Dividend yield; Inflation predictability; International equity markets; Long-run risk.
Asset pricing, Climate change, Media coverage, CO2 emissions, Return predictability
Business cycles, Economic state variables, Fear propagation, Precious metals, State-switching model, Return predictability.
Economic state variables, Global asset pricing models, Information frictions, Investor attention, Return predictability
