NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Jianfeng Yu

University of Minnesota
321 19th Avenue South, Suite 3-122
Minneapolis MN 55455
Tel: 612-625-5498

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

September 2016Impediments to Financial Trade: Theory and Applications
with Nicolae Gârleanu, Stavros Panageas: w22697
August 2013Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
with Nicolae Gârleanu, Stavros Panageas: w19381

Published: Gârleanu, Nicolae, Stavros Panageas, and Jianfeng Yu. 2015. "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion." American Economic Review, 105(7): 1979-2010.

November 2012Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
with Robert F. Stambaugh, Yu Yuan: w18560

Published: Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October. citation courtesy of

July 2012The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
with Robert F. Stambaugh, Yu Yuan: w18231

Published: “The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns,” Journal of Financial Economics (2014): 613–619, with Jianfeng Yu and Yu Yuan. citation courtesy of

March 2011The Short of It: Investor Sentiment and Anomalies
with Robert F. Stambaugh, Yu Yuan: w16898

Published: Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302. citation courtesy of

September 2009Technological Growth and Asset Pricing
with Nicolae B. Gârleanu, Stavros Panageas: w15340

Published: “Technological Growth and Asset Pricing” (joint with Nicolae Garleanu and Jianfeng Yu) , Journal of Finance, August 2012, Vol. 67, Issue 4, pp. 1265-1292

 
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