Yuandong Mu

Beijing Foreign Studies University

Asistant Professor

Beijng

Beijing, Beijing 100089

China

  • Beijing Foreign Studies University

SCHOLARLY PAPERS

5

DOWNLOADS

501

TOTAL CITATIONS

1

Ideas:
“  Behavioral Finance, Asset Pricing, Anomalies, Sentiment  ”

  • Beijing Foreign Studies University

Scholarly Papers (5)

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1.

Re-examining Differences between Momentum and Time Series Momentum among Individual Stocks

Mu, Y., & He, C. (2019). Re-examining differences between momentum and time series momentum among individual stocks. Applied Economics Letters, 26(18), 1537–1543. https://doi.org/10.1080/13504851.2019.1584362
Number of pages: 15 Posted: 06 May 2024
Yuandong Mu and Chaohua He
Beijing Foreign Studies University and University of International Business and Economics (UIBE)
Downloads 251 (263,284)

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Momentum, Time Series Momentum, Asset Pricing, Anomalies

2.

Is IVOL Puzzle a Result of Overreaction or Underreaction?

Number of pages: 22 Posted: 11 Jan 2018 Last Revised: 23 Feb 2018
Yuandong Mu
Beijing Foreign Studies University
Downloads 142 (441,749)

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IVOL puzzle, underreaction, overreaction, asset pricing

3.

Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle

see https://www.sciencedirect.com/science/article/pii/S1544612321000192
Number of pages: 12 Posted: 15 Apr 2024
Yong Li, Yuandong Mu and Tianyu Qin
University of International Business and Economics, Beijing Foreign Studies University and University of International Business and Economics
Downloads 43 (907,577)
Citation 1

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Economic uncertainty, IVOL puzzle, Asset pricing, Anomalies

4.

How Congruent Sentiment Indices are to Real Investor Beliefs?

see https://www.tandfonline.com/doi/full/10.1080/13504851.2024.2302884
Number of pages: 17 Posted: 06 May 2023 Last Revised: 28 Mar 2024
Yuandong Mu, Kangyu Ren and Qian Li
Beijing Foreign Studies University, Beijing Foreign Studies University and University of International Business and Economics
Downloads 37 (964,722)

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Sentiment, Expected returns, Asset Pricing, Survey expectations, Overoptimism

5.

The Role of Aggregate Risk Aversion in the Pricing of Economic Uncertainty

Ren, K., Qin, T., & Mu, Y. (2023). The role of aggregate risk aversion in the pricing of economic uncertainty. Applied Economics Letters, 30(14), 1896–1903. https://doi.org/10.1080/13504851.2022.2083561
Number of pages: 17 Posted: 06 May 2024
Yuandong Mu, Tianyu Qin and Kangyu Ren
Beijing Foreign Studies University, University of International Business and Economics and Beijing Foreign Studies University
Downloads 28 (1,061,485)

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Risk aversion, Economic uncertainty, Asset pricing, Anomalies, Sentiment