Concepedia

Yu Yuan

YY

Statistics

Publications

14

Citations

4.8K

H-Index

13

Active since

2009

Affiliations

University of Pennsylvania(Current)

Shanghai Jiao Tong University

National Bureau of Economic Research

Tsinghua University

University of Minnesota

Yu Yuan is an author at University of Pennsylvania specializing in business, financial economics, and finance.

ORCID

Top concepts

Publications per year

2009–2020

14

Publications

14

The short of it: Investor sentiment and anomalies

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

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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

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

, , +13

Mispricing Factors

Robert F. Stambaugh, Yu Yuan · Review of Financial Studies · 2016 · 892 citations · Full text

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

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

Market-wide attention, trading, and stock returns

Yu Yuan · Journal of Financial Economics · 2015 · 299 citations

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