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~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research in international business and finance"
~person:"Huang, Shiyang"
~person:"Yu, Jianfeng"
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Anlageverhalten
9
Behavioural finance
9
Capital income
8
Kapitaleinkommen
8
Börsenkurs
5
Share price
5
Forecasting model
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
52-week high
2
Anomalies
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Erwartungsbildung
2
Estimation
2
Expectation formation
2
Investor sentiment
2
Schätzung
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Theory
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Aktienmarkt
1
Anchor
1
Ankündigungseffekt
1
Announcement effect
1
Asset managers
1
Asset pricing
1
Attention
1
Attention allocation
1
Attention shocks
1
Belief updating
1
Bond market
1
CAPM
1
Capital market returns
1
Cross-firm return predictability
1
Customer momentum
1
Earnings surprises
1
Economically linked firms
1
Experiment
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English
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Huang, Shiyang
Yu, Jianfeng
Veraart, Almut E. D.
7
Hirshleifer, David
6
Subrahmanyam, Avanidhar
6
Todorov, Viktor
6
Andersen, Torben G.
5
Bollerslev, Tim
5
Hong, Harrison G.
5
Yuan, Yu
5
Zeisberger, Stefan
5
Grinblatt, Mark
4
Horst, Jenke R. ter
4
Pantzalis, Christos
4
Baker, Malcolm
3
Birru, Justin
3
Bonaparte, Yosef
3
Chou, Pin-huang
3
Christensen, Bent Jesper
3
Cronqvist, Henrik
3
Fusari, Nicola
3
Green, Tracy Clifton
3
Huang, Xing
3
Huber, Jürgen
3
Hur, Jungshik
3
Jacobs, Kris
3
Kaniel, Ron
3
Kaustia, Markku
3
Keloharju, Matti
3
Kirchler, Michael
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Koedijk, Kees
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Kristensen, Dennis
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Kumar, Alok
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Lin, Tse-Chun
3
Menkhoff, Lukas
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Navone, Marco
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Neupane, Suman
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Oliver, Barry R.
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Park, Beum-jo
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CREATES Research Papers
Journal of banking & finance
Journal of financial economics
Research in international business and finance
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of monetary economics
2
NBER working paper series
2
Discussion paper / LSE Financial Markets Group
1
Journal of empirical finance
1
NBER Working Paper
1
PBCSF-NIFR Research Paper
1
Paul Woolley Centre working paper
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ECONIS (ZBW)
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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 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:
3
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:
4
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:
5
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
Saved in:
6
Psychological barrier and cross-firm return predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
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7
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:
8
Attention allocation and return co-movement: Evidence from repeated natural experiments
Huang, Shiyang
;
Huang, Yulin
;
Lin, Tse-Chun
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 369-383
Persistent link: https://www.econbiz.de/10012136909
Saved in:
9
A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang
;
Lee, Charles M. C.
;
Song, Yang
;
Xiang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
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