| Predicting stock returns: A regime-switching combination approach and economic links X Zhu, J Zhu Journal of Banking & Finance 37 (11), 4120-4133, 2013 | 139 | 2013 |
| Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model BJ Christensen, MØ Nielsen, J Zhu Journal of Empirical Finance 17 (3), 460-470, 2010 | 82 | 2010 |
| The impact of financial crises on the risk–return tradeoff and the leverage effect BJ Christensen, MØ Nielsen, J Zhu Economic Modelling 49, 407-418, 2015 | 52 | 2015 |
| Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach J Zhu Mathematics and Computers in Simulation 79 (8), 2633-2653, 2009 | 16 | 2009 |
| Multi-factor volatility and stock returns XZ Zhongzhi (Lawrence) He, Jie Zhu Journal of Banking and Finance 61, S132-S149, 2015 | 12 | 2015 |
| Dynamic factors and asset pricing: International and further US evidence ZL He, J Zhu, X Zhu Pacific-Basin Finance Journal 32, 21-39, 2015 | 11 | 2015 |
| Understanding time-varying short-horizon predictability JZ Yacine Hammami Finance Research Letters 32, 2020 | 10 | 2020 |
| Pricing volatility of stock returns with volatile and persistent components J Zhu Financial Markets and Portfolio Management 23, 243-269, 2009 | 8 | 2009 |
| Testing for expected return and market price of risk in Chinese AB share markets: a geometric brownian motion and multivariate GARCH model approach J Zhu Available at SSRN 982090, 2007 | 4 | 2007 |
| Estimating equity risk premium: the case of Great China J Zhu Available at SSRN 1314290, 2008 | 3 | 2008 |
| FIEGARCH-M and and International Crises: A Cross-Country Analysis J Zhu CREATES Research Paper, 2008 | 1 | 2008 |
| Global bond risk premia under falling stars XZ Yugui Zhang, Jie Zhu Finance Research Letters 42, 2021 | | 2021 |
| Investing for the long run when expected equity premium is nonnegative XZ Yugui Zhanga, Jie Zhub Pacific-Basin Finance Journal 63, 1-21, 2020 | | 2020 |
| CREATES Research Paper 2008-16 J Zhu | | 2008 |
| Essays on Econometric Analysis of Price and Volatility Behavior in Asset Markets J Zhu Institut for Økonomi, Aarhus Universitet, 2008 | | 2008 |
Bent Jesper ChristensenProfessor of Economics, Aarhus UniversityVerified email at econ.au.dk
