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Details about Yu Yuan

E-mail:
Postal address:Shanghai Mingshi Investment Management Co,.Ltd 488 Middle Yincheng Road, Suite 2101 Shanghai, PRChina.
Workplace:上海鸣石投资管理有限公司

Access statistics for papers by Yu Yuan.

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

Short-id: pyu149


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Working Papers

2018

  1. Size and Value in China
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2017

  1. Anomalies Abroad: Beyond Data Mining
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2015

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

2012

  1. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, Journal of Finance, American Finance Association (2015) Downloads View citations (298) (2015)
  2. The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads View citations (67) (2014)

2011

  1. The Short of It: Investor Sentiment and Anomalies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article The short of it: Investor sentiment and anomalies, Journal of Financial Economics, Elsevier (2012) Downloads View citations (588) (2012)

2009

  1. Global, local, and contagious investor sentiment
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)
    See also Journal Article Global, local, and contagious investor sentiment, Journal of Financial Economics, Elsevier (2012) Downloads View citations (376) (2012)

Journal Articles

2018

  1. Absolving beta of volatility’s effects
    Journal of Financial Economics, 2018, 128, (1), 1-15 Downloads View citations (37)

2017

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

2015

  1. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
    Journal of Finance, 2015, 70, (5), 1903-1948 Downloads View citations (298)
    See also Working Paper Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, NBER Working Papers (2012) Downloads View citations (6) (2012)
  2. Market-wide attention, trading, and stock returns
    Journal of Financial Economics, 2015, 116, (3), 548-564 Downloads View citations (92)

2014

  1. The long of it: Odds that investor sentiment spuriously predicts anomaly returns
    Journal of Financial Economics, 2014, 114, (3), 613-619 Downloads View citations (67)
    See also Working Paper The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns, NBER Working Papers (2012) Downloads View citations (1) (2012)

2012

  1. Global, local, and contagious investor sentiment
    Journal of Financial Economics, 2012, 104, (2), 272-287 Downloads View citations (376)
    See also Working Paper Global, local, and contagious investor sentiment, Globalization Institute Working Papers (2009) Downloads View citations (5) (2009)
  2. The short of it: Investor sentiment and anomalies
    Journal of Financial Economics, 2012, 104, (2), 288-302 Downloads View citations (588)
    See also Working Paper The Short of It: Investor Sentiment and Anomalies, NBER Working Papers (2011) Downloads View citations (7) (2011)

2011

  1. Investor sentiment and the mean-variance relation
    Journal of Financial Economics, 2011, 100, (2), 367-381 Downloads View citations (176)
 
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