Yu Yuan

Names

Contact

Affiliations

• 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:

• The short of it: Investor sentiment and anomalies
  by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
• Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
• Investor sentiment and the mean-variance relation
  by Yu, Jianfeng & Yuan, Yu
• The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
• The Short of It: Investor Sentiment and Anomalies
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
• Global, local, and contagious investor sentiment
  by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu
• Global, local, and contagious investor sentiment
  by Malcolm Baker & Jeffrey Wurgler & Yu Yuan
• Market-wide attention, trading, and stock returns
  by Yuan, Yu
• Mispricing Factors
  by Robert F. Stambaugh & Yu Yuan
• The long of it: Odds that investor sentiment spuriously predicts anomaly returns
  by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
• Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
  by ROBERT F. STAMBAUGH & JIANFENG YU & YU YUAN
• Anomalies Abroad: Beyond Data Mining
  by Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan
• Size and Value in China
  by Jianan Liu & Robert F. Stambaugh & Yu Yuan
• Absolving beta of volatility’s effects
  by Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu
• Mispricing Factors
  by Robert F. Stambaugh & Yu Yuan