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Investor sentiment and idiosyncratic risk puzzle
Gao, Xiaohui; Yu, Jianfeng; Yuan, Yu - 2010
Persistent link: https://www.econbiz.de/10009355428
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Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - 2015
Persistent link: https://www.econbiz.de/10011349375
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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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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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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