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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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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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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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The short of it: Investor sentiment and anomalies
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 288-303
Persistent link: https://www.econbiz.de/10009840783
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Investor sentiment and the mean–variance relation
Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 100 (2011) 2, pp. 367-382
Persistent link: https://www.econbiz.de/10008877442
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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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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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Time-varying demand for lottery: Speculation ahead of earnings announcements
Liu, Bibo; Wang, Huijun; Yu, Jianfeng; Zhao, Shen - In: Journal of financial economics 138 (2020) 3, pp. 789-817
Persistent link: https://www.econbiz.de/10012654647
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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
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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