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Yu Yuan

Personal Details

First Name:Yu
Middle Name:
Last Name:Yuan
Suffix:
RePEc Short-ID:pyu149
Shanghai Mingshi Investment Management Co,.Ltd 488 Middle Yincheng Road, Suite 2101 Shanghai, PRChina.

Affiliation

上海鸣石投资管理有限公司 (Shanghai Mingshi Investment Management Co,.Ltd)

http://www.mingshiim.com/
China, Shanghai

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2018. "Size and Value in China," NBER Working Papers 24458, National Bureau of Economic Research, Inc.
  2. Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017. "Anomalies Abroad: Beyond Data Mining," NBER Working Papers 23809, National Bureau of Economic Research, Inc.
  3. Robert F. Stambaugh & Yu Yuan, 2015. "Mispricing Factors," NBER Working Papers 21533, National Bureau of Economic Research, Inc.
  4. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012. "The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns," NBER Working Papers 18231, National Bureau of Economic Research, Inc.
  5. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," NBER Working Papers 18560, National Bureau of Economic Research, Inc.
  6. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2011. "The Short of It: Investor Sentiment and Anomalies," NBER Working Papers 16898, National Bureau of Economic Research, Inc.
  7. Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009. "Global, local, and contagious investor sentiment," Globalization Institute Working Papers 37, Federal Reserve Bank of Dallas.

Articles

  1. Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018. "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, vol. 128(1), pages 1-15.
  2. Robert F. Stambaugh & Yu Yuan, 2017. "Mispricing Factors," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1270-1315.
  3. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October.
  4. Yuan, Yu, 2015. "Market-wide attention, trading, and stock returns," Journal of Financial Economics, Elsevier, vol. 116(3), pages 548-564.
  5. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014. "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, vol. 114(3), pages 613-619.
  6. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
  7. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
  8. Yu, Jianfeng & Yuan, Yu, 2011. "Investor sentiment and the mean-variance relation," Journal of Financial Economics, Elsevier, vol. 100(2), pages 367-381, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Euclidian citation score
  12. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2011-04-09
  2. NEP-CNA: China (1) 2018-05-07
  3. NEP-ECM: Econometrics (1) 2012-07-29
  4. NEP-FMK: Financial Markets (1) 2015-09-11
  5. NEP-IFN: International Finance (1) 2017-10-01
  6. NEP-TRA: Transition Economics (1) 2018-05-07

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