Concepedia

Jianfeng Yu

JY

Statistics

Publications

35

Citations

5.1K

H-Index

27

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 business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingEmpirical FinanceBehavioral FinanceManagementBehavioral Decision MakingDecision Theory

Publications per year

2009–2023

35

Publications

35

The short of it: Investor sentiment and anomalies

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

Financial Economics, Market Trend, Behavioral Finance +5

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · The Journal of Finance · 2015 · 977 citations

Empirical Finance, Market Microstructure, Economics +13

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

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

Investor sentiment and economic forces

Junyan Shen, Jianfeng Yu, Shen Zhao · Journal of Monetary Economics · 2017 · 215 citations

Empirical Finance, Economics, Financial Economics +5

Asset pricing in production economies with extrapolative expectations

David Hirshleifer, Jun Li, Jianfeng Yu · Journal of Monetary Economics · 2015 · 193 citations

Expectation Formation, Economics, Financial Economics +5

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