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Jianfeng Yu
Jianfeng Yu
Jianshu Chair Professor of Finance, PBCSF, Tsinghua University
Verified email at pbcsf.tsinghua.edu.cn - Homepage
Title
Cited by
Year
A sentiment-based explanation of the forward premium puzzle
J Yu
Journal of Monetary Economics 60 (4), 474-491, 2013
992013
Aggregate expected investment growth and stock market returns
J Li, H Wang, J Yu
Journal of Monetary Economics 117, 618-638, 2021
302021
An empirical assessment of Models of the Value premium
H Wang, J Yu
AFA 2013 San Diego Meetings Paper, 2014
142014
An Overlapping-Arcs Model of Partial Integration, Asset Prices, and Capital Allocation
N Gârleanu, S Panageas, J Yu
2012
Arbitrage asymmetry and the idiosyncratic volatility puzzle
RF Stambaugh, J Yu, Y Yuan
The Journal of Finance 70 (5), 1903-1948, 2015
9892015
Asset pricing in production economies with extrapolative expectations
D Hirshleifer, J Li, J Yu
Journal of Monetary Economics 76, 87-106, 2015
2042015
Asset Pricing in Production Economies with Extrapolative Expectations
J Yu
2011
Attention and underreaction-related anomalies
X Chen, W He, L Tao, J Yu
Management Science 69 (1), 636-659, 2023
29*2023
Attention spillover in asset pricing
X Chen, L An, Z Wang, J Yu
The Journal of Finance 78 (6), 3515-3559, 2023
19*2023
Characteristics-based factors
Z Chen, B Liu, H Wang, Z Wang, J Yu
PBCSF-NIFR Research Paper, 2023
192023
Dissecting the profitability premium
H Wang, J Yu
AFA 2013 san Diego meetings paper, 2013
942013
Documentation: Mispricing Measure Data
RF Stambaugh, J Yu, Y Yuan
Drifting apart: The pricing of assets when the benefits of growth are not shared equally
N Gârleanu, S Panageas, D Papanikolaou, J Yu
Working Paper, UC Berkeley, 2016
102016
Extrapolation and risk-return trade-offs
Q Liu, Z Su, H Wang, J Yu
PBCSF-NIFR Research Paper Forthcoming, 2021
112021
Extrapolative market participation
W Pan, Z Su, H Wang, J Yu
Available at SSRN 3830569, 2021
112021
Financial entanglement: A theory of incomplete integration, leverage, crashes, and contagion
N Gârleanu, S Panageas, J Yu
American Economic Review 105 (7), 1979-2010, 2015
782015
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
S Panageas, J Yu, N Garleanu
2014 Meeting Papers, 2014
2014
Government investment and the stock market
F Belo, J Yu
Journal of Monetary Economics 60 (3), 325-339, 2013
812013
Impediments to financial trade: Theory and applications
N Gârleanu, S Panageas, J Yu
The Review of Financial Studies 33 (6), 2697-2727, 2020
27*2020
Internet Appendix for “Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle”
RF STAMBAUGH, J YU, YU YUAN
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