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Essays on consumption-based as...
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ECONIS (ZBW)
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1
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1
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
Saved in:
2
Using long-run consumption-return correlations to test asset pricing models
Yu, Jianfeng
- In:
Review of economic dynamics
15
(
2012
)
3
,
pp. 317-335
Persistent link: https://www.econbiz.de/10009661462
Saved in:
3
[Rezension von: Luo, Guo Ying, Asset price response to new information, the effects of conservatism bias and representativeness heuristic]
Yu, Jianfeng
- In:
Journal of economic literature
52
(
2014
)
4
,
pp. 1170-1172
Persistent link: https://www.econbiz.de/10010479492
Saved in:
4
Technological growth, asset pricing, and consumption risk
Panageas, Stauros
(
contributor
);
Yu, Jianfeng
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003726975
Saved in:
5
Technological growth and asset pricing
Garleanu, Nicolae
;
Panageas, Stauros
;
Yu, Jianfeng
-
2009
Persistent link: https://www.econbiz.de/10003886317
Saved in:
6
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
Saved in:
7
Investor sentiment and idiosyncratic risk puzzle
Gao, Xiaohui
;
Yu, Jianfeng
;
Yuan, Yu
-
2010
Persistent link: https://www.econbiz.de/10009355428
Saved in:
8
Investor sentiment and the mean-variance relation
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009242221
Saved in:
9
The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
Saved in:
10
Financial entanglement : a theory of incomplete integration, leverage, crashes, and contagion
Gârleanu, Nicolae
;
Panageas, Stauros
;
Yu, Jianfeng
- In:
The American economic review
105
(
2015
)
7
,
pp. 1979-2010
Persistent link: https://www.econbiz.de/10011327407
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