| Noise as information for illiquidity GX Hu, J Pan, J Wang The Journal of Finance 68 (6), 2341-2382, 2013 | 617 | 2013 |
| Fama–French in China: size and value factors in Chinese stock returns GX Hu, C Chen, Y Shao, J Wang International Review of Finance 19 (1), 3-44, 2019 | 132 | 2019 |
| Premium for heightened uncertainty: Explaining pre-announcement market returns GX Hu, J Pan, J Wang, H Zhu Journal of Financial Economics 145 (3), 909-936, 2022 | 119* | 2022 |
| Early peek advantage? Efficient price discovery with tiered information disclosure GX Hu, J Pan, J Wang Journal of Financial Economics 126 (2), 399-421, 2017 | 88* | 2017 |
| Chinese capital market: An empirical overview GX Hu, J Pan, J Wang National Bureau of Economic Research, 2018 | 68 | 2018 |
| Tri-party repo pricing GX Hu, J Pan, J Wang Journal of Financial and Quantitative Analysis 56 (1), 337-371, 2021 | 63 | 2021 |
| Rollover risk and credit spreads in the financial crisis of 2008 X Hu Unpublished working paper. Working Paper, Princeton University, 2010 | 49* | 2010 |
| A review of China's financial markets GX Hu, J Wang Annual Review of Financial Economics 14 (1), 465-507, 2022 | 21 | 2022 |
| Bayesian inference via filtering equations for ultrahigh frequency data (I): Model and estimation GX Hu, DR Kuipers, Y Zeng SIAM/ASA Journal on Uncertainty Quantification 6 (1), 34-60, 2018 | 10 | 2018 |
| Uncertainty resolution before earnings announcements C Gao, GX Hu, X Zhang PBCSF-NIFR Research Paper, 2020 | 6 | 2020 |
| Bayesian inference via filtering equations for ultrahigh frequency data (II): Model selection GX Hu, DR Kuipers, Y Zeng SIAM/ASA Journal on Uncertainty Quantification 6 (1), 61-86, 2018 | 6 | 2018 |
| Filtering with Counting Process Observations and Other Factors: Applications to Bond Price Tick Data X Hu, DR Kuipers, Y Zeng Stochastic Analysis, Stochastic Systems, and Applications to Finance, 115-144, 2011 | 3* | 2011 |
| Learning, Price Discovery, and Macroeconomic Announcements H Han, GX Hu, CD Jia Available at SSRN 4363982, 2023 | 1 | 2023 |
| Corporate Basis and Demand for US Dollar Assets GX Hu, Z Shi, G Viswanath-Natraj, J Wang WBS Finance Group Research Paper Forthcoming, 2022 | 1 | 2022 |
| From Wall Street to Hong Kong: The value of dual listing for China concept stocks Z Chen, GX Hu, Z Xi, X Zhu Available at: SSRN 4293637, 2022 | 1 | 2022 |
| The Monthly Cycle of Option Prices C Gao, J He, GX Hu Available at SSRN 4637020, 2023 | | 2023 |
| Chinese Capital Market Yearbook 2022 J Wang, GX Hu Available at SSRN, 2023 | | 2023 |
| The Stock-Bond Correlation: A Tale of Two Days GX Hu, Z Jin, J Pan Available at SSRN 4346625, 2023 | | 2023 |
| Comovements in Global Markets and the Role of US Treasury GX Hu, Z Jin, J Pan Comovements in Global Markets and the Role of US Treasury: Hu, Grace Xing …, 2023 | | 2023 |
| The Stock-Bond Correlation: A Tale of Two Days in the Treasury Bond Market GX Hu, Z Jin, J Pan | | |
Jun PanSAIF, Shanghai Jiao Tong University在 saif.sjtu.edu.cn 的电子邮件经过验证
