Jianfeng Yu

Assistant Professor
Carlson Finance Dept
3-231 CarlSMgmt
612/625-5498
jianfeng@umn.edu

Biography
Selected Works
Courses
Current Activities

Jianfeng Yu is an Assistant Professor in Finance at the Carlson School of Management, University of Minnesota. He conducts both theoretical and empirical research on behavioral finance, macro finance, currency markets, and contracts. His research is published or forthcoming 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, March 2013, Journal of Monetary 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), February 2013, Management Science, forthcoming

Government Investment and the Stock Market (joint with Frederico Belo), Journal of Monetary Economics 60, April 2013, pp.325-339.