Yufeng Han

Finance · 2006–2018

A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Yufeng Han trusts overall

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

  1. Y. Amihud
  2. Eugene F. Fama
  3. David A. Lesmond
  4. Frank Zhang
  5. Mebane T. Faber
  6. Malcolm P. Baker
  7. Whitney K. Newey
  8. Andrew Ang
  9. Roy. Henriksson
  10. David E. Rapach

Who trusts Yufeng Han overall

  1. Chih-Chiang Wu
  2. Gustavo Peralta
  3. Gregor Kastner
  4. Huimin Chung
  5. Abalfazl Zareei
  6. Yu Chang
  7. Andrew Ang
  8. Christian Gouriéroux
  9. Guofu Zhou
  10. Denefa Bostandzic

Papers from Yufeng Han's perspective

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

  1. The Cross-Section of Volatility and Expected Returns
  2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  3. Differences of Opinion and the Cross Section of Stock Returns
  4. Common risk factors in the returns on stocks and bonds
  5. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
  6. Information Uncertainty and Stock Returns
  7. Individual Equity Return Data from Thomson Datastream: Handle with Care!
  8. Investor Sentiment and the Cross-Section of Stock Returns
  9. The Cross‐Section of Expected Stock Returns
  10. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊

Their papers