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Yufeng Han · Study
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Author
Yufeng Han
9 works
· latest 2024
· 3 institutions
cluster: provisional
ORCID 0000-0002-9217-0941
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Citations
1,322
Works here
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Most cited in this library
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
2011 · 231 citations
Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
2005 · 230 citations
Market intraday momentum
2018 · 230 citations
Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
2011 · 218 citations
A trend factor: Any economic gains from using information over investment horizons?
2016 · 188 citations
Works
9 shown
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
European Finance Review
·
2024
·
4 authors
47
citations
Technical Analysis in the Stock Market: A Review
WORLD SCIENTIFIC eBooks
·
2024
·
4 authors
·
chapter
·
Open access
27
citations
Expected return, volume, and mispricing
Journal of Financial Economics
·
2021
·
4 authors
·
Open access
108
citations
Market intraday momentum
Journal of Financial Economics
·
2018
·
4 authors
·
Open access
230
citations
A trend factor: Any economic gains from using information over investment horizons?
Journal of Financial Economics
·
2016
·
3 authors
188
citations
Are there exploitable trends in commodity futures prices?
Journal of Banking & Finance
·
2016
·
3 authors
43
citations
Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
Review of Financial Studies
·
2011
·
2 authors
·
Open access
218
citations
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
Journal of Financial and Quantitative Analysis
·
2011
·
3 authors
·
Open access
231
citations
Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
Review of Financial Studies
·
2005
·
1 author
·
Open access
230
citations