| Stock return predictability and cyclical movements in valuation ratios D Yu, D Huang, L Chen Journal of Empirical Finance 72, 36-53, 2023 | 31 | 2023 |
| Cross-sectional uncertainty and expected stock returns D Yu, D Huang Journal of Empirical Finance 72, 321-340, 2023 | 21 | 2023 |
| Forecasting dividend growth: The role of adjusted earnings yield D Yu, D Huang, L Chen, L Li Economic Modelling 120, 106188, 2023 | 13 | 2023 |
| Option-Implied Idiosyncratic Skewness and Expected Returns: Mind the Long Run D Yu, D Huang Available at SSRN 4323748, 2023 | 8 | 2023 |
| Nonparametric modeling for the time-varying persistence of inflation D Yu, L Chen, L Li Economics Letters 225, 111040, 2023 | 5 | 2023 |
| Time-varying predictability of the long horizon equity premium based on semiparametric regressions D Yu, L Chen, L Li Economics Letters 224, 111033, 2023 | 4 | 2023 |
| A system of semiparametric time-varying models for predictive regressions D Yu, Y Yan Available at SSRN 3818009, 2021 | 4 | 2021 |
| Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework D Yu, Y Yan Financial Management 52 (3), 513-541, 2023 | 2 | 2023 |
| Local predictability of stock returns and cash flows D Yu, L Chen Journal of Empirical Finance 77, 101485, 2024 | | 2024 |
| The Time-Varying Pollution Premium X Yin, D Yu, L Chen Available at SSRN 4587729, 2023 | | 2023 |
| Nonparametric Estimation and Testing for Instability of Discount Rate and Cash Flow Channels of Stock Returns D Yu, X Xu, L Chen, L Li Available at SSRN 4406826, 2023 | | 2023 |
Li ChenWang Yanan Institute for Studies in Economics (WISE), Xiamen University確認したメール アドレス: xmu.edu.cn
