Tong Yu

Finance · with Yao · 2007–2013

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 66 citations into it; #8,247 of 10,518 by trust here, #5,014 by citations
• Accounting — 58 citations into it; #6,895 of 8,970 by trust here, #6,020 by citations
• Economics and Econometrics — 22 citations into it; #18,024 of 23,481 by trust here, #17,346 by citations
• Strategy and Management — 18 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Tong Yu trusts overall

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

1. Y. Amihud
2. Halbert White

Who trusts Tong Yu overall

1. Martin Gruber
2. Edwin J. Elton
3. Christopher R. Blake

Papers from Tong Yu's perspective

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

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. The Cross-Section of Volatility and Expected Returns
3. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
4. Individual Equity Return Data from Thomson Datastream: Handle with Care!
5. The Stock Market Valuation of Research and Development Expenditures
6. Do Investors Overvalue Firms With Bloated Balance Sheets
7. Investment‐Based Expected Stock Returns (Journal of Political Economy)
8. Prospect Theory, Mental Accounting, and Momentum
9. Limits-to-arbitrage, investment frictions, and the asset growth anomaly
10. Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation

Their papers

• Do Mutual Funds Time the Market? Evidence from Portfolio Holdings (2007) — 330 citations
• The Asset Growth Effect: Insights from International Equity Markets (2013) — 204 citations
• On the Predictability of Chinese Stock Returns (2010) — 155 citations