Yu Yuan
Contact
Information
Department of
Finance
The Wharton School
3620 Locust Walk Suite 2300
Philadelphia, PA 19104
Phone: 215-898-2370
email: yuanyu at wharton.upenn.edu
CV
Research
Interest
Asset Pricing,
Behavioral Finance, International Finance.
Publications
Investor Sentiment and the Mean-Variance Relation (joint
with Jianfeng Yu), Journal of Financial Economics 100, May 2011, pp. 367-381.
Global, Local, and Contagious Investor Sentiment (joint
with Malcolm Baker and Jeff Wurgler), Journal of Financial Economics 104,
May 2012, pp 272-287.
The Short
of It: Investor Sentiment and Anomalies (joint with Rob Stambaugh
and Jianfeng Yu), Journal of Financial Economics 104, May 2012, pp 288-302.
Working Paper
Attention and Trading, Nov 2011.
Investor
Sentiment and Idiosyncratic Risk Puzzle (joint
with Xiaohui Gao and Jianfeng Yu),
Mar 2012.
Data
International Investor Sentiment (annual, 1980-2005, Canada, France, Germany, Japan, U.K., and U.S.).
Teaching
Syllabus of Behavioral Finance (FNCE
739, FNCE
239)