Details about Yu Yuan

Access statistics for papers by Yu Yuan.

Last updated 2018-12-16. Update your information in the RePEc Author Service.

Short-id: pyu149

Working Papers

2018

1. Size and Value in China
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2017

2. Anomalies Abroad: Beyond Data Mining
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)

2015

3. Mispricing Factors
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Mispricing Factors, The Review of Financial Studies, Society for Financial Studies (2017) View citations (6) (2017)

2012

4. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   See also Journal Article Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, Journal of Finance, American Finance Association (2015) View citations (335) (2015)
5. The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article The long of it: Odds that investor sentiment spuriously predicts anomaly returns, Journal of Financial Economics, Elsevier (2014) View citations (73) (2014)

2011

6. The Short of It: Investor Sentiment and Anomalies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article The short of it: Investor sentiment and anomalies, Journal of Financial Economics, Elsevier (2012) View citations (648) (2012)

2009

7. Global, local, and contagious investor sentiment
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (7)
   See also Journal Article Global, local, and contagious investor sentiment, Journal of Financial Economics, Elsevier (2012) View citations (409) (2012)

Journal Articles

2018

1. Absolving beta of volatility’s effects
   Journal of Financial Economics, 2018, 128, (1), 1-15 View citations (43)

2017

2. Mispricing Factors
   The Review of Financial Studies, 2017, 30, (4), 1270-1315 View citations (6)
   See also Working Paper Mispricing Factors, NBER Working Papers (2015) (2015)

2015

3. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
   Journal of Finance, 2015, 70, (5), 1903-1948 View citations (335)
   See also Working Paper Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, NBER Working Papers (2012) View citations (6) (2012)
4. Market-wide attention, trading, and stock returns
   Journal of Financial Economics, 2015, 116, (3), 548-564 View citations (97)

2014

5. The long of it: Odds that investor sentiment spuriously predicts anomaly returns
   Journal of Financial Economics, 2014, 114, (3), 613-619 View citations (73)
   See also Working Paper The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns, NBER Working Papers (2012) View citations (1) (2012)

2012

6. Global, local, and contagious investor sentiment
   Journal of Financial Economics, 2012, 104, (2), 272-287 View citations (409)
   See also Working Paper Global, local, and contagious investor sentiment, Globalization Institute Working Papers (2009) View citations (7) (2009)
7. The short of it: Investor sentiment and anomalies
   Journal of Financial Economics, 2012, 104, (2), 288-302 View citations (648)
   See also Working Paper The Short of It: Investor Sentiment and Anomalies, NBER Working Papers (2011) View citations (7) (2011)

2011

8. Investor sentiment and the mean-variance relation
   Journal of Financial Economics, 2011, 100, (2), 367-381 View citations (189)