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Jie Zhu
AD Scientific Index 2024
Economics & Econometrics / Economics
Shanghai University - Shanghai / China
上海大学
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Jie Zhu's MOST POPULAR ARTICLES
1-)
Predicting stock returns: A regime-switching combination approach and economic linksX Zhu, J ZhuJournal of Banking & Finance 37 (11), 4120-4133, 20131162013
2-)
Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M modelBJ Christensen, MØ Nielsen, J ZhuJournal of Empirical Finance 17 (3), 460-470, 2010782010
3-)
The impact of financial crises on the risk–return tradeoff and the leverage effectBJ Christensen, MØ Nielsen, J ZhuEconomic Modelling 49, 407-418, 2015472015
4-)
Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approachJ ZhuMathematics and Computers in Simulation 79 (8), 2633-2653, 2009162009
5-)
Multi-factor volatility and stock returnsXZ Zhongzhi (Lawrence) He, Jie ZhuJournal of Banking and Finance 61, S132-S149, 2015132015
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