Yufeng Han
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View article: The causal impact of short‐sale constraints on the idiosyncratic volatility puzzle
The causal impact of short‐sale constraints on the idiosyncratic volatility puzzle Open
We investigate the causal impact of short‐sale constraints on the idiosyncratic volatility (IVOL) puzzle, where high‐IVOL stocks yield lower future returns. We leverage two opposing exogenous shocks to short‐sale constraints: (1) 2005 Regu…
View article: Environmental sustainability and stock returns
Environmental sustainability and stock returns Open
View article: Mechanistic Insights into the Therapeutic Efficacy of Qi Ling Gui Fu Prescription in Broiler Ascites Syndrome: A Network Pharmacology and Experimental Study
Mechanistic Insights into the Therapeutic Efficacy of Qi Ling Gui Fu Prescription in Broiler Ascites Syndrome: A Network Pharmacology and Experimental Study Open
This study delves into the therapeutic potential of Qi Ling Gui Fu Prescription (QLGFP) in broiler ascites syndrome (AS) by investigating its impact on the phenotypic transformation of vascular smooth muscle. Utilizing network pharmacology…
View article: In Search of Common Factors in Commodity Markets: A Latent Factor Perspective
In Search of Common Factors in Commodity Markets: A Latent Factor Perspective Open
View article: Inhibitory effect of Zhujing Pill on myopia progression: Mechanistic insights based on metabonomics and network pharmacology
Inhibitory effect of Zhujing Pill on myopia progression: Mechanistic insights based on metabonomics and network pharmacology Open
Objectives This study endeavored to uncover the mechanisms by which Zhujing pill (ZJP) slows myopia progression. Methods We employed biometric analyses to track diopter and axial length changes in guinea pigs with negative lens-induced myo…
View article: Taming the Global Factor Zoo *
Taming the Global Factor Zoo * Open
View article: Beta Uncertainty and Anomaly
Beta Uncertainty and Anomaly Open
View article: Relationship between sodium–glucose cotransporter-2 inhibitors and muscle atrophy in patients with type 2 diabetes mellitus: a systematic review and meta-analysis
Relationship between sodium–glucose cotransporter-2 inhibitors and muscle atrophy in patients with type 2 diabetes mellitus: a systematic review and meta-analysis Open
Aim This study aims to assess the association between sodium–glucose cotransporter type-2 inhibitor (SGLT-2i) treatment and muscle atrophy in patients with type 2 diabetes mellitus (T2DM). Methods We searched six databases from 1 January 2…
View article: Design and simulation study on the heating performance of mesh heating elements
Design and simulation study on the heating performance of mesh heating elements Open
To achieve uniform heating of heat‐not‐burn cigarettes, the ANSYS Workbench was used to verify the calculation rule of the resistance value of the mesh heating element. To provide a theoretical basis for improving the design of mesh heatin…
View article: Is idiosyncratic asymmetry priced in commodity futures?
Is idiosyncratic asymmetry priced in commodity futures? Open
In this article, we use a recently introduced asymmetry measure, IE, to measure the idiosyncratic asymmetry of commodity futures returns and find that idiosyncratic asymmetry negatively and significantly predicts commodity futures returns …
View article: Robot-based automation system for cryogenic crystal sample mounting
Robot-based automation system for cryogenic crystal sample mounting Open
A method and robot-based automation system are provided for cryogenic crystal sample mounting, for example, for use for cryogenic crystal sample mounting in the x-ray crystallography station at an x-ray source. The system includes a robot …
View article: Mispricing and Anomalies: An Exogenous Shock to Short Selling from Jgtrra
Mispricing and Anomalies: An Exogenous Shock to Short Selling from Jgtrra Open
View article: Mispricing and Anomalies: An Exogenous Shock to Short Selling from Jgtrra
Mispricing and Anomalies: An Exogenous Shock to Short Selling from Jgtrra Open
View article: Granular Environmental Variables and Stock Returns
Granular Environmental Variables and Stock Returns Open
View article: The Causal Impact of Short-sale Constraints on the Idiosyncratic Volatility Puzzle
The Causal Impact of Short-sale Constraints on the Idiosyncratic Volatility Puzzle Open
View article: The relationship between sodium-glucose co-transporter 2 inhibitors and muscle loss in patients with type 2 diabetes mellitus: a systematic review and meta-analysis
The relationship between sodium-glucose co-transporter 2 inhibitors and muscle loss in patients with type 2 diabetes mellitus: a systematic review and meta-analysis Open
View article: Underlying mechanism of Qiling Jiaogulan Powder in the treatment of broiler ascites syndrome
Underlying mechanism of Qiling Jiaogulan Powder in the treatment of broiler ascites syndrome Open
View article: Accelerating Effects of Flow Behavior Index n on Breakup Dynamics for Droplet Evolution in Non-Newtonian Fluids
Accelerating Effects of Flow Behavior Index n on Breakup Dynamics for Droplet Evolution in Non-Newtonian Fluids Open
This paper studied the evolution of NaAlg solution micro-droplet in a coaxial microchannel. The Bird–Carreau model was used to characterize the flow properties of NaAlg solution. As the mass fraction decreased, the flow behavior index n al…
View article: Environmental Standards and Stock Returns
Environmental Standards and Stock Returns Open
View article: Analysis of P Wave Induced Second-Order Harmonic Field at Solid-Fluid Interface with Potential Matrix Algorithm
Analysis of P Wave Induced Second-Order Harmonic Field at Solid-Fluid Interface with Potential Matrix Algorithm Open
View article: Signed Option Trading and Stock Market Anomalies
Signed Option Trading and Stock Market Anomalies Open
View article: Macroeconomic Extrapolation, Machine Learning, and Equity Risk Premium Forecast
Macroeconomic Extrapolation, Machine Learning, and Equity Risk Premium Forecast Open
View article: Liquidity Shocks and the Firm Fundamentals
Liquidity Shocks and the Firm Fundamentals Open
View article: There is a Positive Risk Premium for Idiosyncratic Volatility After All
There is a Positive Risk Premium for Idiosyncratic Volatility After All Open
View article: Technical Analysis in the Stock Market: A Review
Technical Analysis in the Stock Market: A Review Open
View article: A Trend Factor in Commodity Futures Markets: Any Economic Gains From Using Information Over Investment Horizons?
A Trend Factor in Commodity Futures Markets: Any Economic Gains From Using Information Over Investment Horizons? Open
View article: Anomalies enhanced: A portfolio rebalancing approach
Anomalies enhanced: A portfolio rebalancing approach Open
Many anomalies are based on firm characteristics and rebalanced yearly ignoring any information during the year. In this paper, we provide two dynamic trading strategies to rebalance anomaly portfolios monthly. For eight major anomalies, w…
View article: The Serial Dependence of the Commodity Futures Returns: A Machine Learning Approach
The Serial Dependence of the Commodity Futures Returns: A Machine Learning Approach Open
View article: Mispricing and Anomalies: An Exogenous Shock to Short Selling from the Dividend Tax Law Change
Mispricing and Anomalies: An Exogenous Shock to Short Selling from the Dividend Tax Law Change Open
View article: The Information Content of The Implied Volatility Surface: Can Option Prices Predict Jumps?
The Information Content of The Implied Volatility Surface: Can Option Prices Predict Jumps? Open