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 (5)

2017

2. Anomalies Abroad: Beyond Data Mining
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2015

3. Mispricing Factors
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in Review of Financial Studies (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 in Journal of Finance (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 in Journal of Financial Economics (2014)

2011

6. The Short of It: Investor Sentiment and Anomalies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   See also Journal Article in Journal of Financial Economics (2012)

2009

7. Global, local, and contagious investor sentiment
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
   See also Journal Article in Journal of Financial Economics (2012)

Journal Articles

2018

1. Absolving beta of volatility’s effects
   Journal of Financial Economics, 2018, 128, (1), 1-15 View citations (24)

2017

2. Mispricing Factors
   Review of Financial Studies, 2017, 30, (4), 1270-1315 View citations (5)
   See also Working Paper (2015)

2015

3. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
   Journal of Finance, 2015, 70, (5), 1903-1948 View citations (230)
   See also Working Paper (2012)
4. Market-wide attention, trading, and stock returns
   Journal of Financial Economics, 2015, 116, (3), 548-564 View citations (77)

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 (56)
   See also Working Paper (2012)

2012

6. Global, local, and contagious investor sentiment
   Journal of Financial Economics, 2012, 104, (2), 272-287 View citations (316)
   See also Working Paper (2009)
7. The short of it: Investor sentiment and anomalies
   Journal of Financial Economics, 2012, 104, (2), 288-302 View citations (497)
   See also Working Paper (2011)

2011

8. Investor sentiment and the mean-variance relation
   Journal of Financial Economics, 2011, 100, (2), 367-381 View citations (158)