| Stock return asymmetry: Beyond skewness L Jiang, K Wu, G Zhou, Y Zhu Journal of Financial and Quantitative Analysis 55 (2), 357-386, 2020 | 56 | 2020 |
| Value at risk, cross-sectional returns and the role of investor sentiment J Bi, Y Zhu Journal of Empirical Finance 56, 1-18, 2020 | 49 | 2020 |
| Liquidity in the cryptocurrency market and commonalities across anomalies B Dong, L Jiang, J Liu, Y Zhu International Review of Financial Analysis 81, 102097, 2022 | 43 | 2022 |
| Salience theory in price and trading volume: Evidence from China K Sun, H Wang, Y Zhu Journal of Empirical Finance 70, 38-61, 2023 | 23 | 2023 |
| How is the change in left-tail risk priced in China? K Sun, H Wang, Y Zhu Pacific-Basin Finance Journal 71, 101703, 2022 | 21 | 2022 |
| Value at risk and the cross-section of expected returns: Evidence from China P Gui, Y Zhu Pacific-Basin Finance Journal 66, 101498, 2021 | 15 | 2021 |
| Lottery preference and anomalies L Jiang, Q Wen, G Zhou, Y Zhu Available at SSRN 3595419, 2023 | 14 | 2023 |
| Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market P Gui, Y Zhu International Review of Economics & Finance 71, 484-496, 2021 | 13 | 2021 |
| Stock return asymmetry in China D Chen, K Wu, Y Zhu Pacific-Basin Finance Journal 73, 101757, 2022 | 12 | 2022 |
| What drives the tail risk effect in the Chinese stock market? K Sun, H Wang, Y Zhu Economic Modelling 132, 106631, 2024 | 5 | 2024 |
| Is idiosyncratic asymmetry priced in commodity futures? Y Han, X Mo, Z Su, Y Zhu Journal of Financial Research 46 (3), 875-898, 2023 | 3 | 2023 |
| Stock pledging by individual shareholders and abnormal returns: Evidence from China P Gui, Y Yang, Y Zhu Available at SSRN 4060516, 2022 | 3 | 2022 |
| The wage premium of naturalized citizenship E Maasoumi, Y Zhu Essays in Honor of Aman Ullah, 315-348, 2016 | 3 | 2016 |
| Which proxy: Capturing lottery feature through aggregation L Jiang, G Zhou, Y Zhu Financial Management, 2024 | 2 | 2024 |
| Stock Return Asymmetry: Beyond Skewness—CORRIGENDUM L Jiang, K Wu, G Zhou, Y Zhu Journal of Financial and Quantitative Analysis 55 (2), 707-707, 2020 | 2 | 2020 |
| Crude Oil Price Prediction: A Nonparametric Approach Y Zhu 26th Australasian Finance and Banking Conference, 2013 | 2 | 2013 |
| Salience Theory Based Factors in China K Sun, Y Zhu Available at SSRN 4342607, 2023 | 1 | 2023 |
| Quantile Based Lottery Measure and the Cross-Section of Stock Returns J Bi, Y Zhu Available at SSRN 3794965, 2022 | 1 | 2022 |
| Large transactions and the MAX effect: Evidence from China J Bi, P Gui, Y Zhu Pacific-Basin Finance Journal 75, 101852, 2022 | 1 | 2022 |
| Does Stock Liquidity Explain the AH Premium? Evidence from Chinese Cross-Listed Stocks J Liu, K Wu, Y Zhu Evidence from Chinese Cross-Listed Stocks (January 15, 2025), 2025 | | 2025 |
