NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Yu Yuan

Shanghai Advanced Institute of Finance
Shanghai Jiao Tong University
Datong Plaza, 211 West Huaihai Road, Shanghai
P.R.China, 200030
Tel: +86-21-62932114

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 2017Anomalies Abroad: Beyond Data Mining
with Xiaomeng Lu, Robert F. Stambaugh: w23809
September 2015Mispricing Factors
with Robert F. Stambaugh: w21533
November 2012Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
with Robert F. Stambaugh, Jianfeng Yu: 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, Jianfeng Yu: 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, Jianfeng Yu: 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

 
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