Jiasheng Yu

Central University of Finance and Economics (CUFE) - School of Finance

PhD candidate

Shahe Higher Education Park, Changping District

Beijing, 102206

China

  • Central University of Finance and Economics (CUFE) - School of Finance

SCHOLARLY PAPERS

5

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1,063

SSRN CITATIONS

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CROSSREF CITATIONS

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Ideas:
“  I am working on international stock return predictability  ”

  • Central University of Finance and Economics (CUFE) - School of Finance

Scholarly Papers (5)

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1.

Global Mispricing Matters

Number of pages: 76 Posted: 10 Mar 2023 Last Revised: 17 Apr 2023
Fuwei Jiang, Hongkui Liu, Guohao Tang and Jiasheng Yu
Xiamen University, Chinese Academy of Social Sciences (CASS) - Institute of Economics, Hunan University - College of Finance and Statistics and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 342 (169,876)

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Long-short anomaly portfolio return, International stock markets, Return predictability, Global mispricing, Sentiment

2.

Business Condition Expectations and Stock Return Predictability: International Evidence

Number of pages: 45 Posted: 28 Apr 2023 Last Revised: 21 Sep 2023
Fuwei Jiang, Fujing Jin, Hongkui Liu and Jiasheng Yu
Xiamen University, Beijing Jiaotong University, School of Economics and Management, Chinese Academy of Social Sciences (CASS) - Institute of Economics and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 316 (184,777)

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Global business condition expectation, International stock markets, Return predictability, Out-of-sample forecast

3.

Monetary Policy Expectation Skewness and Stock Market Returns

Number of pages: 55 Posted: 29 Apr 2024
Fuwei Jiang, Yumin Liu and Jiasheng Yu
Xiamen University, Central University of Finance and Economics (CUFE) - School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 198 (292,865)

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Monetary Policy Expectation; Interest Rate Skewness; Return Predictability; Investor Belief

4.

Economic Narratives and International Asset Pricing

Number of pages: 48 Posted: 25 Sep 2023 Last Revised: 03 Jan 2024
Fuwei Jiang, Hongkui Liu, Jiasheng Yu and Huajing Zhang
Xiamen University, Chinese Academy of Social Sciences (CASS) - Institute of Economics, Central University of Finance and Economics (CUFE) - School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 118 (449,384)

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Economic narratives; International stock markets; Return predictability; Partial Least Square

5.

Macroeconomic Disagreement and International Stock Return Predictability

Number of pages: 45 Posted: 11 Oct 2023 Last Revised: 22 Dec 2023
Fuwei Jiang, Jiasheng Yu and Huajing Zhang
Xiamen University, Central University of Finance and Economics (CUFE) - School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 89 (546,233)

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Macroeconomic disagreement; Expectations; Household belief dispersion; International stock markets; Return predictability; Partial Least Square