Investor Sentiment Aligned: A Powerful Predictor of Stock Returns D Huang, F Jiang, J Tu, G Zhou Review of Financial Studies 28 (3), 791–837, 2015 | 1033 | 2015 |
Manager Sentiment and Stock Returns F Jiang, JA Lee, X Martin, G Zhou Journal of Financial Economics, 2019 | 566 | 2019 |
Economic Policy Uncertainty in China and Stock Market Expected Returns J Chen, F Jiang, G Tong Accounting & Finance, 2018 | 249 | 2018 |
Scaled PCA: A new approach to dimension reduction D Huang, F Jiang, K Li, G Tong, G Zhou Management Science, 2022 | 151 | 2022 |
Predicting corporate bond returns: Merton meets machine learning TG Bali, A Goyal, D Huang, F Jiang, Q Wen Georgetown McDonough School of Business Research Paper, 20-110, 2020 | 106* | 2020 |
Q-theory, Mispricing, and Profitability Premium: Evidence from China F Jiang, X Qi, G Tang Journal of Banking and Finance 87 (2), 135-149, 2018 | 75 | 2018 |
Can US economic variables predict the Chinese stock market? JC Goh, F Jiang, J Tu, Y Wang Pacific-Basin Finance Journal 22 (April), 69-87, 2013 | 72 | 2013 |
Are bond returns predictable with real-time macro data? D Huang, F Jiang, K Li, G Tong, G Zhou Journal of Econometrics 237 (2), 105438, 2023 | 69* | 2023 |
International volatility risk and Chinese stock return predictability J Chen, F Jiang, Y Liu, J Tu Journal of International Money and Finance 70 (2), 183-203, 2017 | 61 | 2017 |
Firm characteristics and Chinese stocks F Jiang, G Tang, G Zhou Journal of Management Science and Engineering 3 (4), 259-283, 2018 | 54 | 2018 |
Chinese stock market volatility and the role of US economic variables J Chen, F Jiang, H Li, W Xu Pacific-Basin Finance Journal 39, 70-83, 2016 | 51 | 2016 |
Forecasting stock returns in good and bad times: The role of market states D Huang, F Jiang, J Tu, G Zhou 27th Australasian Finance and Banking Conference, 2014 | 42* | 2014 |
How Predictable Is the Chinese Stock Market? F Jiang, DE Rapach, JK Strauss, J Tu, G Zhou Journal of Financial Research (Chinese, 金融研究), 2009 | 41 | 2009 |
Patents, innovation, and performance of venture capital-backed IPOs J Cao, F Jiang, JR Ritter Available at SSRN 2364668, 2015 | 40* | 2015 |
Forecasting Chinese stock market volatility with economic variables W Cai, J Chen, J Hong, F Jiang Emerging Markets Finance and Trade 53 (3), 521-533, 2017 | 38 | 2017 |
Forecasting stock returns with model uncertainty and parameter instability H Zhang, Q He, B Jacobsen, F Jiang Journal of Applied Econometrics 35 (5), 629-644, 2020 | 25 | 2020 |
The world predictive power of US equity market skewness risk J Chen, F Jiang, S Xue, J Yao Journal of International Money and Finance 96, 210-227, 2019 | 21 | 2019 |
中国股票市场可预测性的实证研究 姜富伟, 凃俊, DE Rapach, JK Strauss, 周国富 金融研究 9, 107-121, 2011 | 21 | 2011 |
Technical analysis profitability without data snooping bias: evidence from Chinese stock market F Jiang, G Tong, G Song International Review of Finance 19 (1), 191-206, 2019 | 19 | 2019 |
Monetary policy uncertainty and bond risk premium F Jiang, G Tong Available at SSRN 2831092, 2016 | 17 | 2016 |