| Do mutual funds time the market? Evidence from portfolio holdings GJ Jiang, T Yao, T Yu Journal of Financial Economics 86 (3), 724-758, 2007 | 477 | 2007 |
| The information content of idiosyncratic volatility GJ Jiang, D Xu, T Yao Journal of Financial and Quantitative Analysis 44 (1), 1-28, 2009 | 415 | 2009 |
| The asset growth effect: Insights from international equity markets A Watanabe, Y Xu, T Yao, T Yu Journal of Financial Economics 108 (2), 529-563, 2013 | 295 | 2013 |
| On the predictability of Chinese stock returns X Chen, KA Kim, T Yao, T Yu Pacific-basin finance journal 18 (4), 403-425, 2010 | 206 | 2010 |
| Forecasting stock returns through an efficient aggregation of mutual fund holdings R Wermers, T Yao, J Zhao Review of Financial Studies, hhs111, 2012 | 158* | 2012 |
| Asset growth and stock returns: Evidence from Asian financial markets T Yao, T Yu, T Zhang, S Chen Pacific-Basin Finance Journal 19 (1), 115-139, 2011 | 141* | 2011 |
| Do mutual funds profit from the accruals anomaly? A Ali, X Chen, T Yao, T Yu Journal of Accounting Research 46 (1), 1-26, 2008 | 132 | 2008 |
| Stock price jumps and cross-sectional return predictability GJ Jiang, T Yao Journal of Financial and Quantitative Analysis 48 (05), 1519-1544, 2013 | 114 | 2013 |
| Testing heterogeneous-agent models: an alternative aggregation approach P Balduzzi, T Yao Journal of Monetary Economics 54 (2), 369-412, 2007 | 79* | 2007 |
| Liquidity premium in the eye of the beholder: An analysis of the clientele effect in the corporate bond market X Chen, JZ Huang, Z Sun, T Yao, T Yu Management Science 66 (2), 932-957, 2020 | 70* | 2020 |
| Dissecting the idiosyncratic volatility anomaly LH Chen, GJ Jiang, D Xu, T Yao Available at SSRN 2023883, 2012 | 64* | 2012 |
| Uncommon value: The characteristics and investment performance of contrarian funds KD Wei, R Wermers, T Yao Management Science 61 (10), 2394-2414, 2015 | 63* | 2015 |
| Prudent man or agency problem? On the performance of insurance mutual funds X Chen, T Yao, T Yu Journal of Financial Intermediation 16 (2), 175-203, 2007 | 58 | 2007 |
| Corporate disclosure, analyst forecast dispersion, and stock returns A Ali, M Liu, D Xu, T Yao Journal of accounting, auditing & finance 34 (1), 54-73, 2019 | 44* | 2019 |
| Mutual fund skill and the performance of corporate acquirers A Nain, T Yao Journal of Financial Economics 110 (2), 437-456, 2013 | 44 | 2013 |
| Dynamic factors and the source of momentum profits T Yao Journal of Business & Economic Statistics 26 (2), 211-226, 2008 | 40* | 2008 |
| R&D spillover and predictable returns Y Jiang, Y Qian, T Yao Review of Finance 20 (5), 1769-1797, 2016 | 32 | 2016 |
| Can mutual funds profit from post earnings announcement drift? The role of competition A Ali, X Chen, T Yao, T Yu Journal of banking & finance 114, 105774, 2020 | 28* | 2020 |
| Does operating risk affect portfolio risk? Evidence from insurers' securities holding X Chen, Z Sun, T Yao, T Yu Journal of Corporate Finance 62, 101579, 2020 | 27* | 2020 |
| The consensus-beating game MH Liu, T Yao University of Arizona, working paper, 2003 | 21* | 2003 |
Russ WermersProfessor of Finance在 umd.edu 的电子邮件经过验证
