Jianfeng Yu
19 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-4309-3414
Publications
- Time Variation in Extrapolation and Anomalies — Management Science 2026
- Investor Sentiment and the Pricing of Characteristics-Based Factors — The Review of Financial Studies 2025
- Macroeconomic perceptions, financial constraints, and anomalies — Journal of Financial Economics 2024
- Attention and Underreaction-Related Anomalies — Management Science 2023
- Attention Spillover in Asset Pricing — The Journal of Finance 2023
- Time-varying demand for lottery: Speculation ahead of earnings announcements — Journal of Financial Economics 2020
- Impediments to Financial Trade: Theory and Applications — The Review of Financial Studies 2020
- Lottery-Related Anomalies: The Role of Reference-Dependent Preferences — Management Science 2020
- Reference-dependent preferences and the risk–return trade-off — Journal of Financial Economics 2017
- Short- and Long-Run Business Conditions and Expected Returns — Management Science 2017
- Optimal Long-Term Contracting with Learning — The Review of Financial Studies 2017
- Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion — American Economic Review 2015
- Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle — The Journal of Finance 2015
- Uncertainty, Risk, and Incentives: Theory and Evidence — Management Science 2014
- The long of it: Odds that investor sentiment spuriously predicts anomaly returns — Journal of Financial Economics 2014
- The short of it: Investor sentiment and anomalies — Journal of Financial Economics 2012
- Investor attention, psychological anchors, and stock return predictability — Journal of Financial Economics 2012
- Technological Growth and Asset Pricing — The Journal of Finance 2012
- Investor sentiment and the mean–variance relation — Journal of Financial Economics 2011