Jianfeng Yu

Finance · 2011–2017

A researcher in the Science corpus: 9 papers; trusts 74 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Finance — 284 citations into it; #980 of 10,518 by trust here, #842 by citations
• Economics and Econometrics — 198 citations into it; #3,703 of 23,481 by trust here, #3,652 by citations
• Accounting — 130 citations into it; #1,663 of 8,970 by trust here, #2,315 by citations
• Strategy and Management — 40 citations into it
• Management Science and Operations Research — 29 citations into it; #8,482 of 11,946 by trust here, #6,314 by citations
• General Decision Sciences — 6 citations into it

Whom Jianfeng Yu trusts overall

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

1. Malcolm P. Baker
2. Eugene F. Fama
3. Jeffrey Wurgler
4. Yuhang Xing
5. Sheridan Titman
6. Jessica A. Wachter
7. John Y. Campbell
8. Andrea Frazzini
9. Rob Stambaugh
10. Nicholas Barberis

Who trusts Jianfeng Yu overall

1. George Serafeim
2. Rob Stambaugh
3. Dashan Huang
4. Nicholas Barberis
5. Jian Chen
6. Fuwei Jiang
7. Kent D. Daniel
8. Jim Clayton
9. Tim Bollerslev
10. Heiko Jacobs

Papers from Jianfeng Yu's perspective

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

1. The Cross-Section of Volatility and Expected Returns
2. The Cross‐Section of Expected Stock Returns
3. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
5. Investor Sentiment and the Cross-Section of Stock Returns
6. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
7. Prospect Theory, Mental Accounting, and Momentum
8. Consumption, aggregate wealth and expected stock returns
9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
10. Asset Growth and the Cross-Section of Stock Returns

Their papers

• Asset Pricing in Production Economies with Extrapolative Expectations (2015) — 178 citations
• Investor Sentiment and the Mean-Variance Relation (2011) — 617 citations
• Technological Growth and Asset Pricing (2012) — 174 citations
• Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2014) — 833 citations
• Reference-Dependent Preferences and the Risk-Return Trade-Off (2017) — 123 citations
• Investor attention, psychological anchors, and stock return predictability (2012) — 346 citations
• Investor Sentiment and Economic Forces (2017) — 176 citations
• The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns (2014) — 155 citations
• The short of it (2012) — 1,178 citations