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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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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
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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