| Customer relationships, corporate social responsibility, and stock price reaction: Lessons from China during health crisis times S Boubaker, Z Liu, Y Zhan Finance Research Letters 47, 102699, 2022 | 70 | 2022 |
| The Chinese stock market: a casino with'buffer zones'? E Girardin, Z Liu Journal of Chinese Economic and Business Studies 1 (1), 57-70, 2003 | 63 | 2003 |
| Big data, news diversity and financial market crash S Boubaker, Z Liu, L Zhai Technological Forecasting and Social Change 168, 120755, 2021 | 38 | 2021 |
| Decoding Chinese stock market returns: Three-state hidden semi-Markov model Z Liu, S Wang Pacific-Basin Finance Journal 44, 127-149, 2017 | 29 | 2017 |
| A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis R Cao, L Horváth, Z Liu, Y Zhao Review of Quantitative Finance and Accounting 54, 335-358, 2020 | 24 | 2020 |
| A functional time series analysis of forward curves derived from commodity futures L Horváth, Z Liu, G Rice, S Wang International Journal of Forecasting 36 (2), 646-665, 2020 | 23 | 2020 |
| When did global warming start? A new baseline for carbon budgeting HB Ameur, X Han, Z Liu, J Peillex Economic Modelling 116, 106005, 2022 | 21 | 2022 |
| An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting X Han, Z Liu, S Wang Journal of Commodity Markets 25, 100188, 2022 | 19 | 2022 |
| Forecasting oil commodity spot price in a data-rich environment S Boubaker, Z Liu, Y Zhang Annals of Operations Research, 1-18, 2022 | 17 | 2022 |
| Sequential monitoring for changes from stationarity to mild non-stationarity L Horváth, Z Liu, G Rice, S Wang Journal of Econometrics 215 (1), 209-238, 2020 | 16 | 2020 |
| Time-varying beta in functional factor models: Evidence from China L Horváth, B Li, H Li, Z Liu The North American Journal of Economics and Finance 54, 101283, 2020 | 15 | 2020 |
| Testing Bubbles: Exuberance and collapse in the Shanghai A-share stock market Z Liu, D Han, S Wang China's New Sources of Economic Growth: Vol. 1: Reform, Resources and …, 2016 | 14 | 2016 |
| Sequential monitoring of changes in dynamic linear models, applied to the US housing market L Horváth, Z Liu, S Lu Econometric Theory 38 (2), 209-272, 2022 | 13 | 2022 |
| The mirror of history: How to statistically identify stock market bubble bursts S Boubaker, Z Liu, T Sui, L Zhai Journal of Economic Behavior & Organization 204, 128-147, 2022 | 12 | 2022 |
| How to identify the different phases of stock market bubbles statistically? L Horváth, H Li, Z Liu Finance Research Letters 46, 102366, 2022 | 12 | 2022 |
| Digital finance, financing constraints, and green technological innovation: A spatial analysis B Li, Z Liu, X Jia, F Ma Global Finance Journal 61, 100988, 2024 | 10 | 2024 |
| Detecting common breaks in the means of high dimensional cross-dependent panels L Horváth, Z Liu, G Rice, Y Zhao The Econometrics Journal 25 (2), 362-383, 2022 | 9 | 2022 |
| Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach H Li, Z Liu, S Wang International Journal of Finance & Economics 27 (2), 2438-2457, 2022 | 9 | 2022 |
| Asymmetry, tail risk and time series momentum Z Liu, S Lu, S Wang International Review of Financial Analysis 78, 101938, 2021 | 9 | 2021 |
| Demystifying China’s stock market: The hidden logic behind the puzzles E Girardin, Z Liu, E Girardin, Z Liu Demystifying China’s Stock Market: The Hidden Logic behind the Puzzles, 1-10, 2019 | 9 | 2019 |
