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Investor sentiment and idiosyncratic risk puzzle

Gao, Xiaohui; Yu, Jianfeng; Yuan, Yu - 2010

Persistent link: https://www.econbiz.de/10009355428

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

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

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

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

Sentiment-dependent impact of funding liquidity shocks on futures market liquidity

Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 42 (2022) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012796295

Aggregate expected investment growth and stock market returns

Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638

Persistent link: https://www.econbiz.de/10012603192

Investor sentiment and economic forces

Shen, Junyan; Yu, Jianfeng; Zhao, Shen - In: Journal of monetary economics 86 (2017), pp. 1-21

Persistent link: https://www.econbiz.de/10011799122

Investors' net buying pressure and implied volatility dynamics

Ryu, Doojin; Webb, Robert I.; Yang, Heejin; Yu, Jinyoung - In: Borsa Istanbul Review 22 (2022) 4, pp. 627-640

We examine the effects of limited investor attention on stock returns by using Google search volume index to measure investor attention. We also investigate whether national culture and market development have any role in this relationship. We find that the impact of investor attention on stock...

Persistent link: https://www.econbiz.de/10013334805

Do sentiment trades explain investor overconfidence around analyst recommendation revisions?

Kim, Karam; Ryu, Doojin; Yu, Jinyoung - In: Research in international business and finance 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013267871