NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jianfeng Yu

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

August 2013Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
with Nicolae Gârleanu, Stavros Panageas: w19381
November 2012Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
with Robert F. Stambaugh, Yu Yuan: w18560
July 2012The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
with Robert F. Stambaugh, Yu Yuan: w18231
March 2011The Short of It: Investor Sentiment and Anomalies
with Robert F. Stambaugh, Yu Yuan: w16898
September 2009Technological Growth and Asset Pricing
with Nicolae B. Gârleanu, Stavros Panageas: w15340

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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