Jianfeng Yu
Tsinghua University
H-index: 22
Asia-China
Top articles of Jianfeng Yu
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Characteristics-based factors | PBCSF-NIFR Research Paper | Zhuo Chen Bibo Liu Huijun Wang Zhengwei Wang Jianfeng Yu | 2023/8/1 |
Attention and underreaction-related anomalies | Management Science | Xin Chen Wei He Libin Tao Jianfeng Yu | 2023/1 |
Investor sentiment and the pricing of characteristics-based factors | PBCSF-NIFR Research Paper | Zhuo Chen Bibo Liu Huijun Wang Zhengwei Wang Jianfeng Yu | 2023/12/28 |
Attention spillover in asset pricing | The Journal of Finance | Xin Chen Li An Zhengwei Wang Jianfeng Yu | 2023/12 |
Salience and Short-term Momentum and Reversals | Available at SSRN 4649393 | Yili Chen Huaixin Wang Jianfeng Yu | 2023/11/30 |
Macroeconomic Productivity Perceptions and Anomalies | Available at SSRN 4025761 | Wei He Zhiwei Su Jianfeng Yu | 2022 |
Extrapolative market participation | Available at SSRN 3830569 | Wanbin Pan Zhiwei Su Huijun Wang Jianfeng Yu | 2021/3/31 |
Similar stocks | Available at SSRN 3815595 | Wei He Yuehan Wang Jianfeng Yu | 2021/3/30 |
Aggregate expected investment growth and stock market returns | Journal of Monetary Economics | Jun Li Huijun Wang Jianfeng Yu | 2021/1/1 |
The expected investment growth premium | Financial Management | Jun Li Huijun Wang Jianfeng Yu | 2021/12 |
Extrapolation and risk-return trade-offs | PBCSF-NIFR Research Paper Forthcoming | Qi Liu Zhiwei Su Huijun Wang Jianfeng Yu | 2021/11/15 |
Time variation in extrapolation and anomalies | PBCSF-NIFR Research Paper | Wei He Yuehan Wang Jianfeng Yu | 2020/3/29 |
Lottery-related anomalies: the role of reference-dependent preferences | Management Science | Li An Huijun Wang Jian Wang Jianfeng Yu | 2020/1 |
Time-varying demand for lottery: Speculation ahead of earnings announcements | Journal of Financial Economics | Bibo Liu Huijun Wang Jianfeng Yu Shen Zhao | 2020/12/1 |
Impediments to financial trade: Theory and applications | The Review of Financial Studies | Nicolae Gârleanu Stavros Panageas Jianfeng Yu | 2020/6/1 |
Co-Authors
