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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/10008994770
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The short of it: Investor sentiment and anomalies
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 288-303
Persistent link: https://www.econbiz.de/10009840783
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Investor sentiment and the mean–variance relation
Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 100 (2011) 2, pp. 367-382
Persistent link: https://www.econbiz.de/10008877442
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On the Size of the Active Management Industry
Pástor, Lubo; Stambaugh, Robert F - In: Journal of political economy 120 (2012) 4, pp. 740-781
Persistent link: https://www.econbiz.de/10010049183
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ON THE SIZE OF THE ACTIVE MANAGEMENT INDUSTRY
Pastor, Lubos; Stambaugh, Robert F - 2010
Persistent link: https://www.econbiz.de/10008377868
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Global, local, and contagious investor sentiment
Baker, Malcolm; Wurgler, Jeffrey; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 272-288
Persistent link: https://www.econbiz.de/10009840782
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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/10010131861
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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/10010104794
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TECHNOLOGICAL GROWTH AND ASSET PRICING
Gârleanu, Nicolae B.; Panageas, Stavros; Yu, Jianfeng - 2009
Persistent link: https://www.econbiz.de/10008315211
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Using long-run consumption-return correlations to test asset pricing models
Yu, Jianfeng - In: Review of economic dynamics 15 (2012) 3, pp. 317-336
Persistent link: https://www.econbiz.de/10009981314