Yufeng Han

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9217-0941

Belk College of Business, University of North Carolina at Charlotte,

Publications

• Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning — Review of Finance 2024
• Expected return, volume, and mispricing — Journal of Financial Economics 2022
• Market intraday momentum — Journal of Financial Economics 2018
• Horses for Courses: Fund Managers and Organizational Structures — Journal of Financial and Quantitative Analysis 2017
• A trend factor: Any economic gains from using information over investment horizons? — Journal of Financial Economics 2016 (name-matched, not ORCID-linked)
• Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World — Journal of Financial and Quantitative Analysis 2015
• A New Anomaly: The Cross-Sectional Profitability of Technical Analysis — Journal of Financial and Quantitative Analysis 2013
• Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility — The Review of Financial Studies 2011
• Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model — The Review of Financial Studies 2006