| The short of it: investor sentiment and anomalies RF Stambaugh, J Yu, Y Yuan Journal of Financial Economics 104 (2), 288-302, 2012 | 2521 | 2012 |
| Global, local, and contagious investor sentiment M Baker, J Wurgler, Y Yuan Journal of Financial Economics 104 (2), 272-287, 2012 | 1544 | 2012 |
| Arbitrage asymmetry and the idiosyncratic volatility puzzle RF Stambaugh, J Yu, Y Yuan Journal of Finance 70 (5), 1903-1948, 2015 | 1202 | 2015 |
| Mispricing Factors RF Stambaugh, Y Yuan Review of Financial Studies 30 (4), 1270-1315, 2017 | 1187 | 2017 |
| Investor sentiment and the mean–variance relation J Yu, Y Yuan Journal of Financial Economics 100 (2), 367-381, 2011 | 943 | 2011 |
| Size and Value in China J Liu, R Stambaugh, Y Yuan Journal of Financial Economics 134 (1), 48-69, 2019 | 872 | 2019 |
| Market-Wide Attention, Trading, and Stock Returns Y Yuan Journal of Financial Economics 116 (3), 548-564, 2015 | 539* | 2015 |
| The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns R Stambaugh, J Yu, Y Yuan Journal of Financial Economics 114 (3), 613-619, 2014 | 222 | 2014 |
| Absolving Beta of Volatility's Effects J Liu, RF Stambaugh, Y Yuan Journal of Financial Economics 128 (1), 1-15, 2018 | 185 | 2018 |
| Anomalies Abroad: Beyond Data Mining X Lu, RF Stambaugh, Y Yuan National Bureau of Economic Research, 2017 | 46 | 2017 |
| Investor sentiment and the idiosyncratic risk puzzle X Gao, J Yu, Y Yuan Unpublished working paper. University of Pennsylvania, 2010 | 40 | 2010 |
Robert F StambaughMiller Anderson & Sherrerd Professor of Finance, The Wharton School, University of PennsylvaniaVerified email at wharton.upenn.edu
