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Jie Jiang Zhu · Study

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Jie Jiang Zhu

3 works· latest 2015· 2 institutionscluster: provisionalORCID 0000-0003-4336-2514

h-index3

i103

Citations247

Works here3

09

13

15

Most cited in this library

Predicting stock returns: A regime-switching combination approach and economic links2013 · 137 citations
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model2009 · 62 citations
The impact of financial crises on the risk–return tradeoff and the leverage effect2015 · 48 citations

Works

3 shown

The impact of financial crises on the risk–return tradeoff and the leverage effect

Economic Modelling·2015·3 authors·Open access

48citations

Predicting stock returns: A regime-switching combination approach and economic links

Journal of Banking & Finance·2013·2 authors

137citations

Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model

Journal of Empirical Finance·2009·3 authors

62citations