Yu Yuan
Names
Contact
email: |
|
postal address: |
Shanghai Mingshi Investment Management Co,.Ltd
488 Middle Yincheng Road, Suite 2101
Shanghai, PRChina. |
Affiliations
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上海鸣石投资管理有限公司
- English name: Shanghai Mingshi Investment Management Co,.Ltd
- website
- location: China, Shanghai
Research profile
author of:
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The short of it: Investor sentiment and anomalies
by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
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Investor sentiment and the mean-variance relation
by Yu, Jianfeng & Yuan, Yu
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The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
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The Short of It: Investor Sentiment and Anomalies
by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
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Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu
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Global, local, and contagious investor sentiment
by Malcolm Baker & Jeffrey Wurgler & Yu Yuan
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Market-wide attention, trading, and stock returns
by Yuan, Yu
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Mispricing Factors
by Robert F. Stambaugh & Yu Yuan
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The long of it: Odds that investor sentiment spuriously predicts anomaly returns
by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
by ROBERT F. STAMBAUGH & JIANFENG YU & YU YUAN
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Anomalies Abroad: Beyond Data Mining
by Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan
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Size and Value in China
by Jianan Liu & Robert F. Stambaugh & Yu Yuan
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Absolving beta of volatility’s effects
by Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu
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Mispricing Factors
by Robert F. Stambaugh & Yu Yuan