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A sentiment-based explanation of the forward premium puzzle
Yu, Jianfeng - In: Journal of monetary economics 60 (2013) 4, pp. 474-491
Persistent link: https://www.econbiz.de/10009773932
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Government investment and the stock market
Belo, Frederico; Yu, Jianfeng - In: Journal of monetary economics 60 (2013) 3, pp. 325-339
Persistent link: https://www.econbiz.de/10009746449
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Asset pricing in production economies with extrapolative expectations
Hirshleifer, David; Li, Jun; Yu, Jianfeng - In: Journal of monetary economics 76 (2015), pp. 87-106
Persistent link: https://www.econbiz.de/10011569782
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Investor sentiment and economic forces
Shen, Junyan; Yu, Jianfeng; Zhao, Shen - In: Journal of monetary economics 86 (2017), pp. 1-21
Persistent link: https://www.econbiz.de/10011799122
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Aggregate expected investment growth and stock market returns
Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638
Persistent link: https://www.econbiz.de/10012603192