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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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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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Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - 2015
Persistent link: https://www.econbiz.de/10011349375
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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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Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - 2016 - This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - 2012
Persistent link: https://www.econbiz.de/10009680904
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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: The journal of finance : the journal of the American … 70 (2015) 5, pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
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Absolving beta of volatility's effects
Liu, Jianan; Stambaugh, Robert F.; Yuan, Yu - In: Journal of financial economics 128 (2018) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
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Anomalies abroad : beyond data mining
Lu, Xiaomeng; Stambaugh, Robert F.; Yuan, Yu - 2017
Persistent link: https://www.econbiz.de/10011847399
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Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - In: The review of financial studies 30 (2017) 4, pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371