ResearchonInvest-ment2013Research on Investment Behavior on the Perspective of Managerial Overconfidence: Evidence from Anhui Listed CompaniesJun Yu, Shu-Zhen Wang, Pin T. Ng, Zi YangDOI
PrivatePlace-ment2013Private Placement Discount of Chinese Listed Companies Based on the Perspective of the Investors’ SentimentJun Yu, Zhu-bao Wei, Shu-Zhen Wang, Jingtai TangDOI
11家券商201011家券商2010年A股投资策略于军，郤峰，曲晓兴，陈华良，刘可，周勇，薛俊，李慧勇，孟祥娟，袁宜，陈杰，凌鹏，冯宇，郭国栋，开文明，寇文红，刘名斌，赵谦，陈东，徐炜，高挺，王汉锋，魏凤春，胡艳妮，王成，翟鹏，时伟翔，郭燕玲，李剑峰，屠骏，张忆东，李彦霖，吴峰，聂清廉，李太勇，余晓宜，林鲁东，张海波，林海《资本市场》
TheRoughHARModel2026The "Rough" HAR ModelMikkel Bennedsen, Kim Christensen, Peter Korsbakke Christensen, Jun Yu, Chen ZhangarXiv preprint
ModelingandForecast-ing2025Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian MotionMarkus Bibinger, Jun Yu, Chen ZhangarXiv preprintDOI
Testingfor anExplosive2024Testing for an Explosive Bubble using High-Frequency VolatilityH. Peter Boswijk, Jun Yu, Yang ZuarXiv preprint
Shrinkageestima-tion2016Shrinkage estimation of covariance matrix for portfolio choice with high frequency dataCheng Liu, Ningning Xia, Jun YuarXiv preprint