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ECONIS (ZBW)
98
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1
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
Saved in:
2
Size and value in China
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 48-69
Persistent link: https://www.econbiz.de/10012166844
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
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:
10
Exchange inquiry letters and stock price informativeness : evidence from China
Wu, Zhanchi
;
Yuan, Yu
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3813-3823
Persistent link: https://www.econbiz.de/10013462422
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