中文版
Yu Yuan
Director of PhD & MS-PhD Program
Associate Professor of Finance
  • PROFILE
  • RESEARCH
  • TEACHING
Yu Yuan is an Associate Professor of Finance at Shanghai Advanced Institute of Finance (SAIF). He is also a research associate at Federal Reserve Bank at Dallas and faculty fellow at Wharton Financial Institution Center. Before joining SAIF, he was a Visiting Assistant Professor at Wharton School from 2010 to 2012 and an Assistant Professor at University of Iowa from 2008 to 2011.
 
Professor Yuan’s research focuses on the areas of asset pricing, behavioral finance and international finance. He has published in leading financial journals, including Journal of Financial Economics, Journal of Finance and Review of Financial Studies. He is the recipient of the AQR Insight Award, Honorable Mentions, 2012, Marshall Blume Prize, Honorable Mentions, 2012 and Xia Yihong Best Paper Awards, 2008.
 
Professor Yuan offers the courses Investment and Behavioral Finance at SAIF.
 
Professor Yuan received his Ph.D. in Finance from University of Pennsylvania in 2008, and M.A. in Statistics from University of Wisconsin-Madison in 2003.

Research Interests
Asset Pricing, Behavioral Finance, International Finance 

Journal Publications & Working Papers
1. Jianan Liu, Rob Stambaugh and Yu Yuan, Forthcoming, Absolving Beta of Volatility's Effects , Journal of Financial Economics.
2. Stambaugh, Robert and Yu Yuan, 2017, Mispricing Factors, Review of Financial Studies.
3. Stambaugh, Robert, Jianfeng Yu and Yu Yuan, 2015, Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, Journal of Finance.
4. Yuan, Yu, 2015, Market-Wide Attention, Trading, and Stock Returns, Journal of Financial Economics.
5. Stambaugh, Robert, Jianfeng Yu, and Yu Yuan, 2014, The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns, Journal of Financial Economics.
6. Baker, Malcolm, Jeff Wurgler, and Yu Yuan, 2012, Global, Local, and Contagious Investor Sentiment, Journal of Financial Economics.
7. Stambaugh, Robert, Jianfeng Yu, and Yu Yuan, 2012, The Short of It: Investor Sentiment and Anomalies, Journal of Financial Economics.
8. Yu, Jianfeng and Yu Yuan, 2011, Investor Sentiment and the Mean-Variance Relation, Journal of Financial Economics.

Teaching Interests
Investments,Investment Analysis

Current Courses

Term Program Course Total Hours
2016Spring MBA Investments 24
2016Spring MF Investment Analysis 36
2017Spring MF Investment Analysis 36
2017Spring MBA Investments 24
Faculty & Research
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