In search of attention Z Da, J Engelberg, P Gao The journal of finance 66 (5), 1461-1499, 2011 | 3849 | 2011 |
The sum of all FEARS investor sentiment and asset prices Z Da, J Engelberg, P Gao The Review of Financial Studies 28 (1), 1-32, 2015 | 1625 | 2015 |
It depends on where you search: Institutional investor attention and underreaction to news A Ben-Rephael, Z Da, RD Israelsen The Review of Financial Studies 30 (9), 3009-3047, 2017 | 728 | 2017 |
Frog in the pan: Continuous information and momentum Z Da, UG Gurun, M Warachka The review of financial studies 27 (7), 2171-2218, 2014 | 387 | 2014 |
What drives stock price movements? L Chen, Z Da, X Zhao The Review of Financial Studies 26 (4), 841-876, 2013 | 384 | 2013 |
Exchange traded funds and asset return correlations Z Da, S Shive European Financial Management 24 (1), 136-168, 2018 | 364* | 2018 |
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence Z Da, RJ Guo, R Jagannathan Journal of Financial Economics 103 (1), 204-220, 2012 | 321 | 2012 |
A closer look at the short-term return reversal Z Da, Q Liu, E Schaumburg Management science 60 (3), 658-674, 2014 | 294* | 2014 |
Dividend smoothing and predictability L Chen, Z Da, R Priestley Management science 58 (10), 1834-1853, 2012 | 237 | 2012 |
Cash flow, consumption risk, and the cross‐section of stock returns Z Da The Journal of Finance 64 (2), 923-956, 2009 | 196 | 2009 |
Harnessing the wisdom of crowds Z Da, X Huang Management Science 66 (5), 1847-1867, 2020 | 191 | 2020 |
Extrapolative beliefs in the cross-section: What can we learn from the crowds? Z Da, X Huang, LJ Jin Journal of Financial Economics 140 (1), 175-196, 2021 | 180 | 2021 |
Relative valuation and analyst target price forecasts Z Da, E Schaumburg Journal of Financial Markets 14 (1), 161-192, 2011 | 170 | 2011 |
Clientele change, liquidity shock, and the return on financially distressed stocks Z Da, P Gao Journal of Financial and Quantitative Analysis 45 (1), 27-48, 2010 | 163* | 2010 |
Cashflow risk, systematic earnings revisions, and the cross-section of stock returns Z Da, MC Warachka Journal of Financial Economics 94 (3), 448-468, 2009 | 146 | 2009 |
Impatient trading, liquidity provision, and stock selection by mutual funds Z Da, P Gao, R Jagannathan The Review of Financial Studies 24 (3), 675-720, 2011 | 126* | 2011 |
Margin trading and leverage management J Bian, Z Da, Z He, D Lou, K Shue, H Zhou University of Chicago, Becker Friedman Institute for Economics Working Paper, 2021 | 125* | 2021 |
The disparity between long-term and short-term forecasted earnings growth Z Da, M Warachka Journal of Financial Economics 100 (2), 424-442, 2011 | 109 | 2011 |
Information consumption and asset pricing A Ben‐Rephael, BI Carlin, Z Da, RD Israelsen The Journal of Finance 76 (1), 357-394, 2021 | 105* | 2021 |
Arbitrage trading: The long and the short of it Y Chen, Z Da, D Huang The Review of Financial Studies 32 (4), 1608-1646, 2019 | 104 | 2019 |