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143
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48
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42
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Yu, Jianfeng
11
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8
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4
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4
Yuan, Yu
4
Phillips, Peter C. B.
3
Stambaugh, Robert F.
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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Journal of financial economics
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2
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1
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ECONIS (ZBW)
30
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1
Corporate investment and stock liquidity : evidence on the price impact of trade
Kang, Moonsoo
;
Wang, Wei
;
Eom, Chanyoung
- In:
Review of financial economics : RFE
33
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011866232
Saved in:
2
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
Saved in:
3
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
4
Government investment and the stock market
Belo, Frederico
;
Yu, Jianfeng
- In:
Journal of monetary economics
60
(
2013
)
3
,
pp. 325-339
Persistent link: https://www.econbiz.de/10009746449
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Explosive behavior in the 1990s NASDAQ : when did exuberance escalate asset values?
Phillips, Peter C. B.
;
Wu, Yangru
;
Yu, Jun
- In:
International economic review
52
(
2011
)
1
,
pp. 201-226
Persistent link: https://www.econbiz.de/10008934701
Saved in:
8
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
-
2012
Persistent link: https://www.econbiz.de/10009680904
Saved in:
9
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
Saved in:
10
Forecasting volatility in the New Zealand stock market
Yu, Jun
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 193-202
Persistent link: https://www.econbiz.de/10001640366
Saved in:
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