Yu Yuan : Citation Profile


Are you Yu Yuan?

6

H index

6

i10 index

538

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 59
   Journals where Yu Yuan has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 11 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu149
   Updated: 2019-11-10    RAS profile: 2018-12-16    
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Relations with other researchers


Works with:

Stambaugh, Robert (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yu Yuan.

Is cited by:

Papapostolou, Nikos (6)

Smales, Lee (6)

Stambaugh, Robert (5)

Bekaert, Geert (5)

Hirshleifer, David (4)

Mehl, Arnaud (4)

Lu, Jing (4)

De-Losso, Rodrigo (4)

Ehrmann, Michael (4)

Subrahmanyam, Avanidhar (4)

Fratzscher, Marcel (4)

Cites to:

Stambaugh, Robert (25)

Baker, Malcolm (25)

Wurgler, Jeffrey (24)

French, Kenneth (22)

Shleifer, Andrei (18)

Hirshleifer, David (17)

Teoh, Siew Hong (17)

Hou, Kewei (17)

Titman, Sheridan (16)

Fama, Eugene (14)

Campbell, John (14)

Main data


Where Yu Yuan has published?


Journals with more than one article published# docs
Journal of Financial Economics6

Recent works citing Yu Yuan (2018 and 2017)


YearTitle of citing document
2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Zhou, Zhongbao ; Jiang, Yong. In: Papers. RePEc:arx:papers:1803.02962.

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2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Koeppel, Christian ; Guidolin, Massimo ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116.

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2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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2018The profitability effect: Insights from international equity markets. (2018). Chen, Tefeng ; Xie, Feixue ; John, K C ; Sun, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:545-580.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2018School Holidays and Stock Market Seasonality. (2018). Fang, Lily ; Shao, Yuping ; Lin, Chunmei. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:131-157.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2017The Validity of Investor Sentiment Proxies. (2017). Smales, Lee ; Khuu, Joyce ; Durand, Robert B ; Chan, Felix. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:473-477.

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2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2018“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices. (2018). Schreiber, Ben Z ; Saadon, Yossi ; Rosenboim, Mosi. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.10.

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2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments. (2019). Ravazzolo, Francesco ; Concetto, Chiara Limongi. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps56.

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2017Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Working Papers in Economics. RePEc:cbt:econwp:17/13.

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2017Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Pastor, Lubos ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12195.

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2017Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2017Global Risk Aversion Spillover Dynamics and Investors Attention Allocation. (2017). Ceylan, Ozcan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:ceylan.

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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2019Impact of Consumer Sentiment on Defensive and Aggressive Stock Returns: Indian Evidence. (2019). Yelamanchili, Rama Krishna. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-13.

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2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua. In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

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2017How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344.

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2018Volatility and the buyback anomaly. (2018). Vermaelen, Theo ; Nassuphis, Nick ; DE FORTUNY, Enric JUNQUe ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:32-53.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2017Beauty contest, bounded rationality, and sentiment pricing dynamics. (2017). Liang, Hanchao ; Cai, Chuangqun ; Yang, Chunpeng. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:71-80.

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2017Disagreement and the risk-return relation. (2017). Jia, Yun ; Yang, Chunpeng. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:97-104.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2019Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals. (2019). Yang, Chunpeng ; Zhou, Liyun. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:130-140.

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2017Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations. (2017). Filzen, Joshua J ; Schutte, Maria Gabriela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:19-37.

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2017Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing. (2017). Liang, Hanchao ; Cai, Chuangqun ; Zhang, Rengui ; Yang, Chunpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:85-102.

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2017Abnormal research and development investments and stock returns. (2017). Songur, Hilmi ; Heavilin, Jason E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:237-249.

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2017Investor sentiment and country exchange traded funds: Does economic freedom matter?. (2017). Lee, Chien-Chiang ; Hsu, Yi-Chung ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:285-299.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2017Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:504-512.

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2019The role of stock price synchronicity on the return-sentiment relation. (2019). Zhou, Liyun ; Rao, Lanlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:119-131.

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2019Sentiment trading, informed trading and dynamic asset pricing. (2019). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:210-222.

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2019Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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2019Idiosyncratic volatility, the VIX and stock returns. (2019). Chen, Nir ; Kliger, Doron ; Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:431-441.

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2019Information in mispricing factors for future investment opportunities. (2019). Ryu, Doojin ; Kang, Hankil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:657-668.

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2018The mean–variance relation and the role of institutional investor sentiment. (2018). Wang, Wenzhao. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:61-64.

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2018Intertemporal risk-return tradeoff in the short-run. (2018). Marks, Joseph M ; Nam, Kiseok. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:81-84.

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2017Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15.

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2018Housing market sentiment and intervention effectiveness: Evidence from China. (2018). Zhou, Zhengyi. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:91-110.

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2019The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2018The decomposition of jump risks in individual stock returns. (2018). Xiao, Xiao ; Zhou, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:207-228.

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2018The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”. (2018). Egginton, Jared ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:229-245.

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2018Smart beta, smart money. (2018). Chen, Qinhua ; Chi, Yeguang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:19-38.

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2019Investor sentiment, SEO market timing, and stock price performance. (2019). Lin, Chu-Bin ; Chou, Robin K ; Chen, Yi-Wen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:28-43.

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2017Effects of changes in stock index compositions: A literature survey. (2017). Afego, Pyemo. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:228-239.

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2017Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange. (2017). Philippas, Dionisis ; SIRIOPOULOS, COSTAS ; Kariofyllas, Spyridon. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:54-62.

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2018Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

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2018The 52-week high, momentum, and investor sentiment. (2018). Hao, Ying ; Yang, Nien-Tzu ; Ko, Kuan-Cheng ; Chou, Robin K. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:167-183.

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2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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2018Investor sentiment: Does it augment the performance of asset pricing models?. (2018). Bredin, Don ; Bathia, Deven. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:290-303.

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2018The January sentiment effect in the U.S. stock market. (2018). Chen, Zhongdong ; Daves, Phillip R. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:94-104.

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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2019Skewness risk premium: Theory and empirical evidence. (2019). Wolff, Christian ; Lin, Yuehao ; Lehnert, Thorsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:174-185.

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2019Transitory prices, resiliency, and the cross-section of stock returns. (2019). Kim, Jinyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:243-256.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2017Impacts of the mass media effect on investor sentiment. (2017). Yang, Wen ; Yi, Zelong ; Lin, Dongtong . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:1-4.

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2017Gamblers attention and the mean-variance relation: Evidence from China. (2017). Wu, Lingyan ; Yao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:233-238.

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2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight. (2018). Zaremba, Adam ; Bdowska-Sojka, Barbara ; Czapkiewicz, Anna. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:163-167.

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2018Investor sentiment and emerging stock market liquidity. (2018). Debata, Byomakesh ; Mahakud, Jitendra ; Dash, Saumya Ranjan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:15-31.

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2018A weekly sentiment index and the cross-section of stock returns. (2018). Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:135-139.

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2017Short selling and the pricing of closed-end funds. (2017). Alexander, Gordon ; Peterson, Mark A. In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:124-142.

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2017Short selling around the 52-week and historical highs. (2017). Piqueira, Natalia ; Lee, Eunju . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:75-101.

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2018What options to trade and when: Evidence from seasoned equity offerings. (2018). Kim, Dong Han ; Seo, Sung Won. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:70-96.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2018Momentum lost and found in corporate bond returns. (2018). Ho, Hwai-Chung ; Wang, Hsiao-Chuan . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:60-82.

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2018Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:57-76.

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2018The MAX effect: Lottery stocks with price limits and limits to arbitrage. (2018). Hung, Weifeng ; Yang, Jimmy J. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:77-91.

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2019Beauties of the emperor: An investigation of a Chinese government bailout. (2019). Li, Xiaoming ; Chi, Yeguang. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:42-70.

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2019Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:91-118.

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2017The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

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2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2018Investor sentiment and advertising expenditure. (2018). Mian, Mujtaba G ; Gul, Ferdinand A ; Sharma, Piyush. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:35:y:2018:i:4:p:611-627.

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2017Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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2017Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt. (2017). Lu, Jing ; Wu, Qinqin ; Hao, Ying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:1-14.

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2018Historical high and stock index returns: Application of the regression kink model. (2018). Chang, Shu-Lien ; Lin, Ching ; Lee, Hsiu-Chuan ; Chien, Cheng-Yi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:48-63.

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2018Preferences for lottery stocks at Borsa Istanbul. (2018). Alkan, Ulas ; Guner, Biliana . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:211-223.

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2018Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios. (2018). Masih, Abul ; Asutay, Mehmet ; Bacha, Obiyathulla Ismath ; El-Alaoui, Abdelkader Ouatik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:160-184.

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2019The investment environment and cross-border merger and acquisition premiums. (2019). Wilson, Craig ; Wang, Yuan ; Shedden, Myles ; Maung, Min. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:19-35.

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2019Why has the size effect disappeared?. (2019). Yoon, Bohyun ; Min, Byoung-Kyu ; Ahn, Dong-Hyun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:256-276.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2017Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164.

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2018Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. (2018). Kang, Wenjin ; Xu, BU ; Gu, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:240-258.

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2018Q-theory, mispricing, and profitability premium: Evidence from China. (2018). Jiang, Fuwei ; Tang, Guohao ; Qi, Xinlin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:135-149.

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2018Momentum and funding conditions. (2018). Garcia-Feijoo, Luis ; Jensen, Tyler K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:312-329.

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2018Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

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2018Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets. (2018). Lin, Chu-Bin ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:17-31.

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2018Differences in options investors’ expectations and the cross-section of stock returns. (2018). Andreou, Panayiotis C ; Tuneshev, Ruslan ; Philip, Dennis ; Kagkadis, Anastasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:315-336.

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2019Asset growth, style investing, and momentum. (2019). Chou, Pin-Huang ; Yang, Nien-Tzu ; Ko, Kuan-Cheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:108-124.

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2019Cross-sectional seasonalities in international government bond returns. (2019). Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:80-94.

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More than 100 citations found, this list is not complete...

Works by Yu Yuan:


YearTitleTypeCited
2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle In: Journal of Finance.
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article59
2012Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2011Investor sentiment and the mean-variance relation In: Journal of Financial Economics.
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article97
2012Global, local, and contagious investor sentiment In: Journal of Financial Economics.
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article146
2009Global, local, and contagious investor sentiment.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146
paper
2012The short of it: Investor sentiment and anomalies In: Journal of Financial Economics.
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article184
2011The Short of It: Investor Sentiment and Anomalies.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184
paper
2014The long of it: Odds that investor sentiment spuriously predicts anomaly returns In: Journal of Financial Economics.
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article19
2012The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2015Market-wide attention, trading, and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article22
2018Absolving beta of volatility’s effects In: Journal of Financial Economics.
[Full Text][Citation analysis]
article4
2015Mispricing Factors In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2017Mispricing Factors.(2017) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2017Anomalies Abroad: Beyond Data Mining In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2018Size and Value in China In: NBER Working Papers.
[Full Text][Citation analysis]
paper2

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