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~isPartOf:"CREATES Research Papers"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Fan, John Hua"
~person:"Yuan, Yu"
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Anlageverhalten
7
Behavioural finance
7
Capital income
5
Kapitaleinkommen
5
Börsenkurs
3
Portfolio selection
3
Portfolio-Management
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Share price
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52-week high momentum
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Fan, John Hua
Yuan, Yu
Goodell, John W.
12
Ryu, Doojin
7
Veraart, Almut E. D.
7
Hirshleifer, David
6
Shen, Dehua
6
Subrahmanyam, Avanidhar
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Todorov, Viktor
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Huber, JĂĽrgen
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Kirchler, Michael
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Koedijk, Kees
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Li, Youwei
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Oliver, Barry R.
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Pantzalis, Christos
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Yu, Jianfeng
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CREATES Research Papers
Finance research letters
Journal of banking & finance
Journal of financial economics
NBER Working Paper
2
NBER working paper series
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
A note on the behavior of Chinese commodity markets
Fan, John Hua
;
Todorova, Neda
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485380
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2
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
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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
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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
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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
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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
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7
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
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8
Commodities momentum : a behavioral perspective
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
72
(
2016
),
pp. 133-150
Persistent link: https://www.econbiz.de/10011635502
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