| Market returns and a tale of two types of attention Z Da, J Hua, TCC Hung, L Peng Available at SSRN 3551662, 2024 | 35 | 2024 |
| Forecasting the Return Distribution Using High-Frequency Volatility Measures J Hua, S Manzan Journal of Banking & Finance 37 (11), 4381-4403, 2011 | 35 | 2011 |
| Make-take structure and market quality: Evidence from the US options markets A Anand, J Hua, T McCormick Management Science 62 (11), 3271-3290, 2016 | 31 | 2016 |
| Resiliency and stock returns J Hua, L Peng, RA Schwartz, NS Alan The Review of Financial Studies 33 (2), 747-782, 2020 | 23 | 2020 |
| Stock resiliency and expected returns NS Alan, J Hua, L Peng, RA Schwartz New York: Baruch College Zicklin School of Business, 2015 | 10 | 2015 |
| Market returns and a tale of two attentions Z Da, J Hua, C Hung, L Peng Available at SSRN 3551662, 2020 | 5 | 2020 |
| Monetary-policy rule as a bridge: Predicting inflation without predictive regressions J Hua, L Wu Journal of Financial and Quantitative Analysis 53 (6), 2559-2586, 2018 | 5 | 2018 |
| Term structure modeling and forecasting using the Nelson-Siegel model J Hua Handbook of financial econometrics and statistics, 1093-1103, 2015 | 5 | 2015 |
| Option implied volatilities and corporate bond yields: A dynamic factor approach J Hua Available at SSRN 1678677, 2013 | 5 | 2013 |
| Option skills A Anand Option Skills: Anand, Amber, 2020 | 3 | 2020 |
| Forecasting yield curves with survey information JC Francis, J Hua SSRN, 2019 | 3 | 2019 |
| Large shocks and commodity market volatility J Hua, P Went Available at SSRN 1571961, 2010 | 2 | 2010 |
| Intraday Dynamics of NASDAQ Stocks in the Electronic Trading Era: Uncovering Strong U-Shape Patterns in Trading Volume and Bid-Ask Spread J Hua, L Kong, Y Wang Available at SSRN 4792199, 2024 | 1 | 2024 |
| The information in hedge fund option holdings A Anand, J Hua, A Puckett Management Science 70 (3), 1832-1854, 2024 | 1 | 2024 |
| Order Integration and the Dynamic Behavior of Security Prices TG Bali, J Hua, RA Schwartz, G Sipress Available at SSRN 2407278, 2016 | 1 | 2016 |
| Essays in Financial Econometrics J Hua University of Pennsylvania, 2010 | 1 | 2010 |
| Investor Myopia and the Momentum Premium across International Equity Markets Paul Docherty and Gareth Hurst Is It Who You Know or What You Know? Evidence from IPO Allocations … CY Hwang, S Titman, Y Wang, J Duanmu, A Malakhov, WR McCumber, ... | | 2018 |
| Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity Market J Hua, RA Schwartz, G Sipress Journal of Portfolio Management 44 (1), 142, 2017 | | 2017 |
| Are Stocks Priced to Yield a Non-Resiliency Premium? J Hua, L Peng, RA Schwartz, NS Alan | | 2016 |
| From Theory to Application: Using Simulation to Better Understand Price Determination in a Non-Frictionless Equity Market J Hua, RA Schwartz, G Sipress Available at SSRN 2868554, 2016 | | 2016 |
Lin PengBaruch Collegebaruch.cuny.edu의 이메일 확인됨
