Yu Yuan

4.9k total citations · 3 hit papers
15 papers, 3.1k citations indexed

About

Yu Yuan is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Yu Yuan has authored 15 papers receiving a total of 3.1k indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 10 papers in Economics and Econometrics and 7 papers in Accounting. Recurrent topics in Yu Yuan's work include Financial Markets and Investment Strategies (13 papers), Market Dynamics and Volatility (8 papers) and Corporate Finance and Governance (4 papers). Yu Yuan is often cited by papers focused on Financial Markets and Investment Strategies (13 papers), Market Dynamics and Volatility (8 papers) and Corporate Finance and Governance (4 papers). Yu Yuan collaborates with scholars based in United States, China and Hong Kong. Yu Yuan's co-authors include Robert F. Stambaugh, Jianfeng Yu, Jeffrey Wurgler, Malcolm Baker, Bo Fan, Liangdong Lu and Fei Wang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Yu Yuan

15 papers receiving 3.1k citations

Hit Papers

The short of it: Investor sentiment and anomalies 2011 2026 2016 2021 2011 2015 2016 400 800 1.2k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. The short of it: Investor sentiment and anomalies
    2011 1.3k citations Robert F. Stambaugh, Jianfeng Yu et al. Journal of Financial Economics profile →
  2. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
    2015 667 citations Robert F. Stambaugh, Jianfeng Yu et al. The Journal of Finance profile →
  3. Mispricing Factors
    2016 518 citations Robert F. Stambaugh, Yu Yuan Review of Financial Studies profile →

Peers

Yu Yuan
J. Spencer Martin United States
Nusret Cakici United States
Steven Thorley United States
Ronnie Sadka United States
Anna Scherbina United States
Alex Frino Australia
Allaudeen Hameed Singapore
W. V. Harlow United States
Vikas Agarwal United States
Juhani T. Linnainmaa United States
J. Spencer Martin United States
Yu Yuan
Citations per year, relative to Yu Yuan Yu Yuan (= 1×) peers J. Spencer Martin

Countries citing papers authored by Yu Yuan

Since Specialization
Citations

This map shows the geographic impact of Yu Yuan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yu Yuan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yu Yuan more than expected).

Fields of papers citing papers by Yu Yuan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yu Yuan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yu Yuan. The network helps show where Yu Yuan may publish in the future.

Co-authorship network of co-authors of Yu Yuan

This figure shows the co-authorship network connecting the top 25 collaborators of Yu Yuan. A scholar is included among the top collaborators of Yu Yuan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yu Yuan. Yu Yuan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

15 of 15 papers shown
1.
Yuan, Yu & Bo Fan. (2022). Protective consumption behavior under smog: using a data-driven dynamic Bayesian network. Environment Development and Sustainability. 26(2). 4133–4151. 5 indexed citations
2.
Wang, Fei, Yu Yuan, & Liangdong Lu. (2020). Dynamical prediction model of consumers’ purchase intentions regarding anti-smog products during smog risk: Taking the information flow perspective. Physica A Statistical Mechanics and its Applications. 563. 125427–125427. 9 indexed citations
3.
Stambaugh, Robert F., et al.. (2018). Absolving beta of volatility’s effects. Journal of Financial Economics. 128(1). 1–15. 79 indexed citations
4.
Stambaugh, Robert F., et al.. (2017). Anomalies Abroad: Beyond Data Mining. SSRN Electronic Journal. 14 indexed citations
5.
Stambaugh, Robert F., et al.. (2016). Absolving Beta of Volatility's Effects. SSRN Electronic Journal. 1 indexed citations
6.
Stambaugh, Robert F. & Yu Yuan. (2016). Mispricing Factors. Review of Financial Studies. 30(4). 1270–1315. 518 indexed citations breakdown →
7.
Yuan, Yu. (2015). Market-wide attention, trading, and stock returns. Journal of Financial Economics. 116(3). 548–564. 187 indexed citations
8.
Stambaugh, Robert F., Jianfeng Yu, & Yu Yuan. (2015). Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle. The Journal of Finance. 70(5). 1903–1948. 667 indexed citations breakdown →
9.
Stambaugh, Robert F., Jianfeng Yu, & Yu Yuan. (2014). The long of it: Odds that investor sentiment spuriously predicts anomaly returns. Journal of Financial Economics. 114(3). 613–619. 128 indexed citations
10.
Stambaugh, Robert F., Jianfeng Yu, & Yu Yuan. (2012). The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns. SSRN Electronic Journal. 31 indexed citations
11.
Stambaugh, Robert F., Jianfeng Yu, & Yu Yuan. (2012). Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle. SSRN Electronic Journal. 149 indexed citations
12.
Yuan, Yu. (2011). Market-Wide Attention, Trading, and Stock Returns. SSRN Electronic Journal. 28 indexed citations
13.
Stambaugh, Robert F., Jianfeng Yu, & Yu Yuan. (2011). The short of it: Investor sentiment and anomalies. Journal of Financial Economics. 104(2). 288–302. 1254 indexed citations breakdown →
14.
Yu, Jianfeng & Yu Yuan. (2010). Investor sentiment and the mean–variance relation☆. Journal of Financial Economics. 100(2). 367–381. 28 indexed citations
15.
Baker, Malcolm, Jeffrey Wurgler, & Yu Yuan. (2009). Global, Local, and Contagious Investor Sentiment. SSRN Electronic Journal. 52 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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