| International stock return predictability: The role of US volatility risk Y Deng, F Jiang, Y Wang, T Zhou Available at SSRN 4282212, 2021 | 5 | 2021 |
| Out-of-sample equity premium prediction: The role of option-implied constraints Y Wang, T Zhou Journal of Empirical Finance 70, 199-226, 2023 | 3 | 2023 |
| What can we learn about the equity premium from professional forecasts? Y Denga, Y Wangb, T Zhou | 1 | 2022 |
| Expected Macroeconomic Conditions and Market Risk Premium: Evidence from a Term Structure of Macroeconomic Forecasts Y Deng, Y Wang, T Zhou Working Paper, 2022 | 1 | 2022 |
| 高阶矩风险与市场收益: 来自中国期权市场的证据 周倜， 王云奇 管理科学学报 27 (5), 122-140, 2024 | | 2024 |
| Macroeconomic Expectations and Expected Returns Y Deng, Y Wang, T Zhou Journal of Financial and Quantitative Analysis, 1-70, 2024 | | 2024 |
| Term structure of recession probabilities and the cross section of asset returns T Zhou AFA 2018 Annual Meeting (Philadelphia), 29th Australasian Finance and …, 2016 | | 2016 |
| Investment Horizons and Risk-Shifting Incentives Z Zhang, T Zhou | | 2015 |
| Can Conditioning Information Add Value to Portfolio Choice? An Out-of-Sample Analysis Q Li, Y Ye, T Zhou An Out-of-Sample Analysis, 0 | | |
