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Size and value in China
Liu, Jianan; Stambaugh, Robert F.; Yuan, Yu - 2018
Persistent link: https://www.econbiz.de/10011844595
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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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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - 2012
Persistent link: https://www.econbiz.de/10009576549
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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - 2012
Persistent link: https://www.econbiz.de/10009680904