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Carlson Finance Dept3-231 CarlSMgmt612email@example.com
Jianfeng Yu is an Associate Professor in Finance at the Carlson School of Management, University of Minnesota. He conducts both theoretical and empirical research on behavioral finance and macro finance. His research is published in academic journals such as Journal of Finance, Journal of Financial Economics, Journal of Monetary Economics, Management Science, and Review of Economic Dynamics. Yu holds a B.Sci. in Probability and Statistics from University of Science and Technology of China, an M.A. in Statistics from Yale University, and a Ph.D. in Finance from University of Pennsylvania.
Investor Sentiment and the Mean-Variance Relation, (joint with Yu Yuan) Journal of Financial Economics, May 2011, Vol. 100, pp. 367-381
Technological Growth and Asset Pricing, (joint with Nicolae Garleanu and Stavros Panageas), Journal of Finance, 67, August 2012, pp. 1265-1292.
Investor Attention, Psychological Anchors, and Stock Return Predictability, (joint with Jun Li), Journal of Financial Economics, 104, May 2012, pp. 401-419
The Short of It: Investor Sentiment and Anomalies, (joint with Robert Stambaugh and Yu Yuan), Journal of Financial Economics, 104, May 2012, pp. 288-302
A Sentiment-based Explanation of the Forward Premium Puzzle, Journal of Monetary Economics, 60, May 2013, pp.474-491
The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns (joint with Robert Stambaugh and Yu Yuan), February 2014 , Journal of Financial Economics, Forthcoming
Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models, Review of Economic Dynamics 15, July 2012, pp. 317-335
Uncertainty, Risk, and Incentives: Theory and Evidence, (joint with Zhiguo He, Si Li and Bin Wei), Management Science, 60, January 2014, pp.206-226.
Government Investment and the Stock Market (joint with Frederico Belo), Journal of Monetary Economics 60, April 2013, pp.325-339.
FINA 4325 Behavioral Finance Sec. 001
FINA 6325 Behavioral Finance Sec. 060
FINA 8802 Theory of Capital Markets I: Discrete Time Sec. 001
Asset pricing in RBC models, asset pricing with frictions, behavioral asset pricing, contracts, and international markets
Ph.D., 2008FinanceUniversity of Pennsylvania, The Wharton School
M.A., 2001StatisticsYale University
B.Sci., 2000Probability & StatisticsUniversity of Science and Technology of China
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