Yu Yuan

Latest Institution: None

All Institutions: Shanghai Advanced Institute of Finance; NA


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

The Short of It: Investor Sentiment and Anomalies

Year: 2011
Journal: Journal of Financial Economics
Authors: Robert F. Stambaugh; Jianfeng Yu; Yu Yuan

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Year: 2012
Journal: Journal of Finance
Authors: Robert F. Stambaugh; Jianfeng Yu; Yu Yuan

The Long Odds that Investor Sentiment Spuriously Predicts Anomaly Returns

Year: 2012
Journal: Journal of Financial Economics
Authors: Robert F. Stambaugh; Jianfeng Yu; Yu Yuan

Mispricing Factors

Year: 2015
Journal: Review of Financial Studies
Authors: Robert F. Stambaugh; Yu Yuan

Anomalies Abroad: Beyond Data Mining

Year: 2017
Journal: No Journal Matched
Authors: Xiaomeng Lu; Robert F. Stambaugh; Yu Yuan

Size and Value in China

Year: 2018
Journal: Journal of Financial Economics
Authors: Jianan Liu; Robert F. Stambaugh; Yu Yuan


Author Disambiguation

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