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Yufeng Han
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Cited by
Year
A new anomaly: The cross-sectional profitability of technical analysis
Y Han, K Yang, G Zhou
Journal of Financial and Quantitative Analysis 48 (5), 1433-1461, 2013
2742013
Asset allocation with a high dimensional latent factor stochastic volatility model
Y Han
The Review of Financial Studies 19 (1), 237-271, 2006
2532006
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Y Han, D Lesmond
The Review of Financial Studies 24 (5), 1590-1629, 2011
2452011
Market intraday momentum
L Gao, Y Han, SZ Li, G Zhou
Journal of Financial Economics 129 (2), 394-414, 2018
1902018
A trend factor: Any economic gains from using information over investment horizons?
Y Han, G Zhou, Y Zhu
Journal of Financial Economics 122 (2), 352-375, 2016
161*2016
Interactions of the papovavirus DNA replication initiator proteins, bovine papillomavirus type 1 E1 and simian virus 40 large T antigen, with human replication protein A
YF Han, YM Loo, KT Militello, T Melendy
Journal of virology 73 (6), 4899-4907, 1999
1191999
Fish gelatin based triboelectric nanogenerator for harvesting biomechanical energy and self-powered sensing of human physiological signals
Y Han, Y Han, X Zhang, L Li, C Zhang, J Liu, G Lu, HD Yu, W Huang
ACS applied materials & interfaces 12 (14), 16442-16450, 2020
672020
3D vertical-flow paper-based device for simultaneous detection of multiple cancer biomarkers by fluorescent immunoassay
Y Jiao, C Du, L Zong, X Guo, Y Han, X Zhang, L Li, C Zhang, Q Ju, J Liu, ...
Sensors and Actuators B: Chemical 306, 127239, 2020
622020
Signal-enhanced detection of multiplexed cardiac biomarkers by a paper-based fluorogenic immunodevice integrated with zinc oxide nanowires
X Guo, L Zong, Y Jiao, Y Han, X Zhang, J Xu, L Li, C Zhang, Z Liu, Q Ju, ...
Analytical chemistry 91 (14), 9300-9307, 2019
482019
What firm characteristics drive us stock returns
Y Han, A He, D Rapach, G Zhou
Available at SSRN 3185335, 2018
442018
Horses for courses: Fund managers and organizational structures
Y Han, T Noe, M Rebello
Journal of Financial and Quantitative Analysis 52 (6), 2779-2807, 2017
42*2017
Firm characteristics and expected stock returns
Y Han, A He, D Rapach, G Zhou
Available at SSRN, 2019
392019
Are there exploitable trends in commodity futures prices?
Y Han, T Hu, J Yang
Journal of Banking & Finance 70, 214-234, 2016
392016
Taming momentum crashes: A simple stop-loss strategy
Y Han, G Zhou, Y Zhu
Available at SSRN 2407199, 2016
342016
The economics value of volatility modelling: Asset allocation with a high dimensional dynamic latent factor multivariate stochastic volatility model
Y Han
Review of Financial Studies 19, 237-271, 2006
252006
based fluorescent immunoassay for highly sensitive and selective detection of norfloxacin in milk at picogram level
L Zong, Y Jiao, X Guo, C Zhu, L Gao, Y Han, L Li, C Zhang, Z Liu, J Liu, ...
Talanta 195, 333-338, 2019
232019
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Y Han, T Hu, DA Lesmond
Journal of Financial and Quantitative Analysis 50 (6), 1269-1292, 2015
172015
Expected stock returns and firm characteristics: E-LASSO, assessment, and implications
Y Han, A He, DE Rapach, G Zhou
Available at SSRN, 2021
162021
Expected return, volume, and mispricing
Y Han, D Huang, D Huang, G Zhou
Journal of Financial Economics 143 (3), 1295-1315, 2022
132022
On the relation between the market risk premium and market volatility
Y Han
Applied financial economics 21 (22), 1711-1723, 2011
12*2011
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Articles 1–20