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On the Economic Value of Retur...
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Han, Yufeng
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17
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7
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5
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The review of financial studies
6
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3
Journal of financial and quantitative analysis : JFQA
3
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3
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2
Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
57
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6
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On the economic value of return predictability
Han, Yufeng
- In:
Annals of economics and finance
11
(
2010
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003993414
Saved in:
2
State uncertainty in stock markets : how big is the impact on the cost of equity?
Han, Yufeng
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2575-2592
Persistent link: https://www.econbiz.de/10009657636
Saved in:
3
On the relation between the market risk premium and market volatility
Han, Yufeng
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1711-1723
Persistent link: https://www.econbiz.de/10009385036
Saved in:
4
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
5
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
6
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng
;
Hu, Ting
;
Lesmond, David A.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1269-1292
Persistent link: https://www.econbiz.de/10011479098
Saved in:
7
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
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8
US monetary policy surprises and mortgage rates
Xu, Pisun
;
Han, Yufeng
;
Yang, Jian
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
3
,
pp. 461-507
Persistent link: https://www.econbiz.de/10009655164
Saved in:
9
Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns
Fenner, Richard Gunther
;
Han, Yufeng
;
Huang, Zhaodan
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 276-293
Persistent link: https://www.econbiz.de/10012416652
Saved in:
10
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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