Yulong Sun

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

http://www.yulongsun.com/

  • Bocconi University - Department of Finance

SCHOLARLY PAPERS

5

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Top 102,918

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285

SSRN CITATIONS
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SSRN RANKINGS

Top 177,340

in Total Papers Citations

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Ideas:
“  My work studies the relationships between asset prices and macroeconomic dynamics, with a particular focus on the firm's cash flows.  ”

  • Bocconi University - Department of Finance

Scholarly Papers (5)

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1.

Government Debt, Dividend Growth, and Stock Returns

Number of pages: 76 Posted: 19 Dec 2019
Yulong Sun
Bocconi University - Department of Finance
Downloads 101 (273,521)

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Cash holding, Dividend growth, Return predictability, Public debt.

2.

The 'In(de-)flated' Value Premium

Number of pages: 54 Posted: 18 Nov 2019
Yulong Sun
Bocconi University - Department of Finance
Downloads 71 (339,278)

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Inflation Non-Neutrality, Long-Run Risk Model, Value Premium

3.

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 53 (392,847)

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

4.

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 42 (432,692)

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

5.

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

Number of pages: 30 Posted: 26 Nov 2019
Yulong Sun
Bocconi University - Department of Finance
Downloads 18 (554,220)

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