The short of it: investor sentiment and anomalies RF Stambaugh, J Yu, Y Yuan Journal of Financial Economics 104 (2), 288-302, 2012 | 2162 | 2012 |
Global, local, and contagious investor sentiment M Baker, J Wurgler, Y Yuan Journal of Financial Economics 104 (2), 272-287, 2012 | 1322 | 2012 |
Arbitrage asymmetry and the idiosyncratic volatility puzzle RF Stambaugh, J Yu, Y Yuan Journal of Finance 70 (5), 1903-1948, 2015 | 998 | 2015 |
Mispricing Factors RF Stambaugh, Y Yuan Review of Financial Studies 30 (4), 1270-1315, 2017 | 950 | 2017 |
Investor sentiment and the mean–variance relation J Yu, Y Yuan Journal of Financial Economics 100 (2), 367-381, 2011 | 821 | 2011 |
Size and Value in China J Liu, R Stambaugh, Y Yuan Journal of Financial Economics 134 (1), 48-69, 2019 | 598 | 2019 |
Market-Wide Attention, Trading, and Stock Returns Y Yuan Journal of Financial Economics 116 (3), 548-564, 2015 | 488* | 2015 |
The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns R Stambaugh, J Yu, Y Yuan Journal of Financial Economics 114 (3), 613-619, 2014 | 208 | 2014 |
Absolving Beta of Volatility's Effects J Liu, RF Stambaugh, Y Yuan Journal of Financial Economics 128 (1), 1-15, 2018 | 156 | 2018 |
Anomalies Abroad: Beyond Data Mining X Lu, RF Stambaugh, Y Yuan National Bureau of Economic Research, 2017 | 42 | 2017 |
Investor sentiment and the idiosyncratic risk puzzle X Gao, J Yu, Y Yuan Unpublished working paper. University of Pennsylvania, 2010 | 38 | 2010 |