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The short of it : investor sentiment and anomalies
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - 2011
Persistent link: https://www.econbiz.de/10009295350
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Anomalies abroad : beyond data mining
Lu, Xiaomeng; Stambaugh, Robert F.; Yuan, Yu - 2017
Persistent link: https://www.econbiz.de/10011847399
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Size and value in China
Liu, Jianan; Stambaugh, Robert F.; Yuan, Yu - 2018 - This version: August 27, 2018
Persistent link: https://www.econbiz.de/10011921969
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Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - 2016 - This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
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Using stocks or portfolios in tests of factor models
Ang, Andrew; Liu, Jun; Schwarz, Krista - 2016 - This version: October 20, 2016
Persistent link: https://www.econbiz.de/10011843846