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Deshui Yu
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Year
Stock return predictability and cyclical movements in valuation ratios
D Yu, D Huang, L Chen
Journal of Empirical Finance 72, 36-53, 2023
302023
Cross-sectional uncertainty and expected stock returns
D Yu, D Huang
Journal of Empirical Finance 72, 321-340, 2023
202023
Forecasting dividend growth: The role of adjusted earnings yield
D Yu, D Huang, L Chen, L Li
Economic Modelling 120, 106188, 2023
122023
Option-Implied Idiosyncratic Skewness and Expected Returns: Mind the Long Run
D Yu, D Huang
Available at SSRN 4323748, 2023
72023
Nonparametric modeling for the time-varying persistence of inflation
D Yu, L Chen, L Li
Economics Letters 225, 111040, 2023
42023
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
D Yu, L Chen, L Li
Economics Letters 224, 111033, 2023
42023
A system of semiparametric time-varying models for predictive regressions
D Yu, Y Yan
Available at SSRN 3818009, 2021
42021
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
22023
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
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