AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Yufeng Han

Yufeng Han

University of North Carolina Charlotte - Charlotte / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1464639
The University of North Carolina at Charlotte
person_outline Yufeng Han's MOST POPULAR ARTICLES
1-) A new anomaly: The cross-sectional profitability of technical analysis Journal of Financial and Quantitative Analysis 48 (5), 1433-1461, 2013
2-) Liquidity biases and the pricing of cross-sectional idiosyncratic volatility The Review of Financial Studies 24 (5), 1590-1629, 2011
3-) Market intraday momentum Journal of Financial Economics 129 (2), 394-414, 2018
4-) Asset allocation with a high dimensional latent factor stochastic volatility model The Review of Financial Studies 19 (1), 237-271, 2006
5-) A trend factor: Any economic gains from using information over investment horizons? Journal of Financial Economics 122 (2), 352-375, 2016