Yu Yuan

Finance · with Stambaugh · 2011–2019

A researcher in the Science corpus: 5 papers; trusts 56 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

• Finance — 136 citations into it; #2,048 of 10,518 by trust here, #1,800 by citations
• Accounting — 80 citations into it; #8,795 of 8,970 by trust here, #5,082 by citations
• Economics and Econometrics — 80 citations into it; #4,440 of 23,481 by trust here, #5,618 by citations
• Strategy and Management — 17 citations into it
• Management Science and Operations Research — 16 citations into it; #11,762 of 11,946 by trust here, #7,262 by citations

Whom Yu Yuan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Brad M. Barber
2. Soeren Hvidkjaer
3. Charles M. C. Lee
4. Roger M. Edelen
5. Terrance Odean
6. Simon Gervais
7. G. Llorente
8. Kewei Hou
9. Malcolm P. Baker
10. Stefano DellaVigna

Who trusts Yu Yuan overall

1. George Serafeim
2. Rob Stambaugh
3. Jian Chen
4. Jim Clayton
5. Tim Bollerslev
6. Azi Ben-Rephael
7. Shiyang Huang
8. Dashan Huang
9. Jianfeng Yu
10. Heiko Jacobs

Papers from Yu Yuan's perspective

Ordered by how strongly the researchers Yu Yuan trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Cross-Section of Volatility and Expected Returns
2. What Makes Investors Trade
3. The High Volume Return Premium
4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
5. Costly arbitrage and the myth of idiosyncratic risk
6. Inferring investor behavior: Evidence from TORQ data
7. Asset Growth and the Cross-Section of Stock Returns
8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
9. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
10. The short of it

Their papers

• Investor Sentiment and the Mean-Variance Relation (2011) — 617 citations
• Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2014) — 833 citations
• Market-Wide Attention, Trading, and Stock Returns (2015) — 277 citations
• The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns (2014) — 155 citations
• Size and value in China (2019) — 655 citations