| The impact of COVID-19 pandemic on the volatility connectedness network of global stock market T Cheng, J Liu, W Yao, AB Zhao Pacific-Basin Finance Journal 71, 101678, 2022 | 63 | 2022 |
| Time-varying skills (versus luck) in US active mutual funds and hedge funds B Cai, T Cheng, C Yan Journal of Empirical Finance 49, 81-106, 2018 | 38 | 2018 |
| Stock return prediction: Stacking a variety of models AB Zhao, T Cheng Journal of Empirical Finance 67, 288-317, 2022 | 24 | 2022 |
| Nonparametric localized bandwidth selection for Kernel density estimation T Cheng, J Gao, X Zhang Econometric Reviews 38 (7), 733-762, 2019 | 19 | 2019 |
| Evaluating the size of the bootstrap method for fund performance evaluation T Cheng, C Yan Economics Letters 156, 36-41, 2017 | 13 | 2017 |
| A new regime switching model with state–varying endogeneity T Cheng, J Gao, Y Yan Journal of Management Science and Engineering 3 (4), 214-231, 2018 | 11 | 2018 |
| Nonparametric Predictive Regressions for Stock Return Prediction T Cheng, J Gao, O Linton Faculty of Economics, 2019 | 10 | 2019 |
| In search of the optimal number of fund subgroups C Yan, T Cheng Journal of Empirical Finance 50, 78-92, 2019 | 10 | 2019 |
| Bayesian Bandwidth Estimation in Nonparametric Time–Varying Coefficient Models T Cheng, J Gao, X Zhang Journal of Business and Economic Statistics, 2016 | 10 | 2016 |
| An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective T Cheng, S Xing, W Yao Pacific-Basin Finance Journal 74, 101820, 2022 | 9 | 2022 |
| Regime switching panel data models with interactive fixed effects T Cheng, J Gao, Y Yan Economics Letters 177, 47-51, 2019 | 8 | 2019 |
| Improved inference for fund alphas using high-dimensional cross-sectional tests T Cheng, C Yan, Y Yan Journal of Empirical Finance 61, 57-81, 2021 | 7 | 2021 |
| Do investors herd under global crises? A comparative study between Chinese and the United States stock markets S Xing, T Cheng, S Sun Finance Research Letters 62, 105120, 2024 | 6 | 2024 |
| The drivers of carbon intensity and emission reduction strategies in heavy industry: Evidence from nonlinear and spatial perspectives N Ke, J Chen, T Cheng Ecological Indicators 160, 111764, 2024 | 5 | 2024 |
| Factor-augmented forecasting regressions with threshold effects Y Yan, T Cheng The Econometrics Journal 25 (1), 134-154, 2022 | 5 | 2022 |
| Bayesian estimation based on summary statistics: double asymptotics and practice T Cheng, J Gao, PCB Phillips Monash Econometrics and Business Statistics Working Papers, 2017 | 5 | 2017 |
| Functional coefficient time series models with trending regressors T Cheng Econometric Reviews 38 (6), 636-659, 2019 | 4 | 2019 |
| A frequentist approach to Bayesian asymptotics T Cheng, J Gao, PCB Phillips Journal of Econometrics 206 (2), 359-378, 2018 | 4 | 2018 |
| An empirical study on elastic effect of fiscal expenditure to household consumption in China J Chen, H Zhu, T Cheng Advances in Multimedia, Software Engineering and Computing Vol. 1 …, 2012 | 3 | 2012 |
| Multi-step non-and semi-parametric predictive regressions for short and long horizon stock return prediction T Cheng, J Gao, O Linton cemmap working paper, 2018 | 2 | 2018 |
