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~isPartOf:"Journal of financial economics"
~person:"Lou, Dong"
~person:"Santa-Clara, Pedro"
~person:"Yu, Jianfeng"
~subject:"Capital income"
~subject:"Volatility"
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Lou, Dong
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ECONIS (ZBW)
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Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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2
Ripples into waves : trade networks, economic activity, and asset prices
Chang, Jeffery
;
Du, Huancheng
;
Lou, Dong
;
Polk, Christopher
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 217-238
Persistent link: https://www.econbiz.de/10013473735
Saved in:
3
Informed trading in government bond markets
Czech, Robert
;
Huang, Shiyang
;
Lou, Dong
;
Wang, Tianyu
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1253-1274
Persistent link: https://www.econbiz.de/10012875940
Saved in:
4
IQ from IP : simplifying search in portfolio choice
Chen, Huaizhi
;
Cohen, Lauren
;
Gurun, Umit G.
;
Lou, Dong
; …
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012631930
Saved in:
5
A tug of war : Overnight versus intraday expected returns
Lou, Dong
;
Polk, Christopher
;
Skouras, Spyros
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 192-213
Persistent link: https://www.econbiz.de/10012166758
Saved in:
6
Reference-dependent preferences and the risk-return trade-off
Wang, Huijun
;
Yan, Jinghua
;
Yu, Jianfeng
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011748792
Saved in:
7
The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
Saved in:
8
Investor attention, psychological anchors, and stock return predictability
Li, Jun
;
Yu, Jianfeng
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
Saved in:
9
Complicated firms
Cohen, Lauren
;
Lou, Dong
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 383-400
Persistent link: https://www.econbiz.de/10009621132
Saved in:
10
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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