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Yu Yuan · Study
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Author
Yu Yuan
10 works
· latest 2016
· 4 institutions
cluster: provisional
ORCID 0000-0001-7370-8446
Works
10 shown
Mispricing Factors
Review of Financial Studies
·
2016
·
2 authors
·
Open access
920
citations
Absolving Beta of Volatility's Effects
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
139
citations
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
The Journal of Finance
·
2015
·
3 authors
944
citations
Market-wide attention, trading, and stock returns
Journal of Financial Economics
·
2015
·
1 author
·
Open access
327
citations
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
Journal of Financial Economics
·
2014
·
3 authors
176
citations
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
286
citations
The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
61
citations
The short of it: Investor sentiment and anomalies
Journal of Financial Economics
·
2011
·
3 authors
·
Open access
1,781
citations
Investor sentiment and the mean–variance relation☆
Journal of Financial Economics
·
2010
·
2 authors
·
Open access
694
citations
Global, Local, and Contagious Investor Sentiment
SSRN Electronic Journal
·
2009
·
3 authors
·
preprint
·
Open access
65
citations