NBER

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
Institutional Affiliation: Shanghai Advanced Institute of Finance

NBER Working Papers and Publications

March 2018Size and Value in China
with Jianan Liu, Robert F. Stambaugh: w24458

Published: Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2019. "Size and Value in China," Journal of Financial Economics, . citation courtesy of

September 2017Anomalies Abroad: Beyond Data Mining
with Xiaomeng Lu, Robert F. Stambaugh: w23809
September 2015Mispricing Factors
with Robert F. Stambaugh: w21533

Published: Robert F. Stambaugh & Yu Yuan, 2017. "Mispricing Factors," The Review of Financial Studies, vol 30(4), pages 1270-1315. citation courtesy of

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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