| Industry herding and momentum strategies R Demirer, D Lien, H Zhang Pacific-Basin Finance Journal 32, 95-110, 2015 | 75 | 2015 |
| Do ADR investors herd?: Evidence from advanced and emerging markets R Demirer, AM Kutan, H Zhang International Review of Economics & Finance 30, 138-148, 2014 | 59 | 2014 |
| Seasonality in the cross section of stock returns: Advanced markets versus emerging markets F Li, H Zhang, D Zheng Journal of Empirical Finance 49, 263-281, 2018 | 31 | 2018 |
| Do firm characteristics matter in explaining the herding effect on returns? R Demirer, H Zhang Review of Financial Economics 37 (2), 256-271, 2019 | 25 | 2019 |
| Industry herding and the profitability of momentum strategies during market crises R Demirer, H Zhang Journal of Behavioral Finance 20 (2), 195-212, 2019 | 24 | 2019 |
| Twin momentum: Fundamental trends matter D Huang, H Zhang, G Zhou Available at SSRN 2894068, 2019 | 19 | 2019 |
| Hedge fund manager skill and style-shifting GJ Jiang, B Liang, H Zhang Management Science 68 (3), 2284-2307, 2022 | 18 | 2022 |
| Stock-selection timing GJ Jiang, GR Zaynutdinova, H Zhang Journal of Banking & Finance 125, 106089, 2021 | 17 | 2021 |
| On the short-term predictability of stock returns: A quantile boosting approach R Demirer, C Pierdzioch, H Zhang Finance Research Letters 22, 35-41, 2017 | 17 | 2017 |
| Retail investors and momentum J Du, D Huang, YJ Liu, Y Shi, A Subrahmanyam, H Zhang Available at SSRN 4163257, 2022 | 11 | 2022 |
| That Is Not My Dog: Why Doesn't The Log Dividend-Price Ratio Seem To Predict Future Log Returns or Log Dividend Growths? PH Dybvig, H Zhang SFS Cavalcade Asia-Pacific 2017 Annual Meeting (Beijing), AFA 2019 Annual …, 2018 | 8 | 2018 |
| Fundamental extrapolation and stock returns D Huang, H Zhang, G Zhou, Y Zhu European Finance Association 2020 Annual Meeting, 2020 | 7 | 2020 |
| Twin momentum D HUANG, H ZHANG, G ZHOU SSRN, 2017 | 5 | 2017 |
| Do ADR investors herd R Demirer, AM Kutan, H Zhang Evidence from Advanced and Emerging Markets, 2012 | 4 | 2012 |
| Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule? H Zhang Available at SSRN 2139878, 2013 | 3 | 2013 |
| An empirical assessment of characteristics and optimal portfolios CG Lamoureux, H Zhang The Review of Asset Pricing Studies, raae006, 2024 | 2 | 2024 |
| Active allocation among a large set of stocks: How effective is the parametric rule? H Zhang University of Arizona Working Paper, 2012 | 2 | 2012 |
| Uncertainty and the Risk-Return Tradeoff R Valkanov, H Zhang | 1 | 2018 |
| On the economic significance of stock return predictability: Evidence from macroeconomic state variables H Zhang Working Paper, University of Arizona, 2012 | 1 | 2012 |
| Sharpening the Sharpe Style Analysis with Machine-Learning―Evidence from Mutual Fund Style-Shifting GJ Jiang, B Liang, H Zhang | | 2023 |
