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~isPartOf:"CREATES Research Papers"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Faff, Robert W."
~person:"Yuan, Yu"
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Anlageverhalten
8
Behavioural finance
8
Capital income
6
Kapitaleinkommen
6
Börsenkurs
4
Share price
4
Anomalies
2
Consumer behaviour
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Investor sentiment
2
Konsumentenverhalten
2
Sentiment
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Aktienmarkt
1
Ankündigungseffekt
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Australien
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1
Financial investment
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Investment constraints
1
Investmentfonds
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Market efficiency
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Return predictability
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Securities trading
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English
8
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Faff, Robert W.
Yuan, Yu
Goodell, John W.
12
Ryu, Doojin
7
Veraart, Almut E. D.
7
Hirshleifer, David
6
Shen, Dehua
6
Subrahmanyam, Avanidhar
6
Todorov, Viktor
6
Andersen, Torben G.
5
Bollerslev, Tim
5
Bonaparte, Yosef
5
Bouri, Elie
5
Hong, Harrison G.
5
Huang, Shiyang
5
Zeisberger, Stefan
5
Corbet, Shaen
4
Grinblatt, Mark
4
Gupta, Rangan
4
Horst, Jenke R. ter
4
Huber, Jürgen
4
Kirchler, Michael
4
Koedijk, Kees
4
Li, Youwei
4
Oliver, Barry R.
4
Pantzalis, Christos
4
Veld- Merkoulova, Yulia
4
Yu, Jianfeng
4
Antoniou, Constantinos
3
Baker, Malcolm
3
Bhootra, Ajay
3
Birru, Justin
3
Chen, An-sing
3
Chen, Rongda
3
Chiah, Mardy
3
Chou, Pin-huang
3
Christensen, Bent Jesper
3
Cronqvist, Henrik
3
Fan, John Hua
3
Feng, Xu
3
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CREATES Research Papers
Finance research letters
Journal of banking & finance
Journal of financial economics
Australian journal of management
3
International review of financial analysis
2
NBER Working Paper
2
NBER working paper series
2
Abacus : a journal of accounting, finance and business studies
1
Applied financial economics
1
Covid economics : vetted and real-time papers
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International journal of accounting and information management
1
Journal of business finance & accounting : JBFA
1
Pacific-Basin finance journal
1
Review of finance : journal of the European Finance Association
1
The journal of futures markets
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
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1
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
8
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1
Investor sentiment and the mean-variance relation
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009242221
Saved in:
2
The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1239-1249
Persistent link: https://www.econbiz.de/10009245239
Saved in:
3
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:
4
Market-wide attention, trading, and stock returns
Yuan, Yu
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 548-564
Persistent link: https://www.econbiz.de/10011348462
Saved in:
5
The short of it : investor sentiment and anomalies
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
Saved in:
6
Global, local, and contagious investor sentiment
Baker, Malcolm
;
Wurgler, Jeffrey
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 272-287
Persistent link: https://www.econbiz.de/10009621147
Saved in:
7
Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979
Saved in:
8
Political constraints and trading strategy in times of market stress : evidence from the chinese national social security fund
Li, Yong
;
Benson, Karen
;
Faff, Robert W.
- In:
Finance research letters
19
(
2016
),
pp. 217-221
Persistent link: https://www.econbiz.de/10011657645
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