Concepedia

Jianfeng Yu

JY

Statistics

Publications

38

Citations

5.3K

H-Index

28

Active since

2009

Affiliations

Tsinghua University(Current)

University of Minnesota

University of Pennsylvania

National Bureau of Economic Research

Chinese University of Hong Kong, Shenzhen

Jianfeng Yu is an author at Tsinghua University specializing in economics, business, and finance.

Publications per year

2009–2023

38

Publications

38

The short of it: Investor sentiment and anomalies

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · Journal of Financial Economics · 2011 · 1.8K citations · Full text

Business, Economics, Finance +12

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · The Journal of Finance · 2015 · 999 citations

Business, Economics, Finance +13

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · SSRN Electronic Journal · 2012 · 304 citations · Full text

Business, Economics, Finance +13

Investor sentiment and economic forces

Junyan Shen, Jianfeng Yu, Shen Zhao · Journal of Monetary Economics · 2017 · 220 citations

Business, Economics, Finance +14

Asset pricing in production economies with extrapolative expectations

David Hirshleifer, Jun Li, Jianfeng Yu · Journal of Monetary Economics · 2015 · 194 citations

Business, Business Economics, Economics +15

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