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2024 Journal Article Are Bitcoin option traders speculative or informed?Wei, Wang Chun, Koutmos, Dimitrios and Zhu, Min (2024). Are Bitcoin option traders speculative or informed?. Finance Research Letters, 67 105739. doi: 10.1016/j.frl.2024.105739 |
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2024 Journal Article Scale diseconomies and capacity in fund management: variation across equity marketsO’Neill, Michael, Sun, Jie (Felix), Warren, Geoffrey and Zhu, Min (2024). Scale diseconomies and capacity in fund management: variation across equity markets. Journal of Accounting Literature. doi: 10.1108/JAL-05-2024-0094 |
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2022 Journal Article Diseconomies of scale in active management: robust evidencePastor, Lubos, Stambaugh, Robert F., Taylor, Lucian A. and Zhu, Min (2022). Diseconomies of scale in active management: robust evidence. Critical Finance Review, 11 (3-4), 593-611. doi: 10.1561/104.00000121 |
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2022 Journal Article Realized moments and the cross-sectional stock returns around earnings announcementsWang, Qingxia, Faff, Robert and Zhu, Min (2022). Realized moments and the cross-sectional stock returns around earnings announcements. International Review of Economics and Finance, 79, 408-427. doi: 10.1016/j.iref.2022.02.036 |
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2021 Journal Article Predictive regression with p-lags and order-q autoregressive predictorsJayetileke, Harshanie L., Wang, You-Gan and Zhu, Min (2021). Predictive regression with p-lags and order-q autoregressive predictors. Journal of Empirical Finance, 62, 282-293. doi: 10.1016/j.jempfin.2021.04.006 |
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2021 Journal Article De‐risking through equity holdings: bank and insurer behavior under capital requirementsYang, Liu, Zhou, Qing and Zhu, Min (2021). De‐risking through equity holdings: bank and insurer behavior under capital requirements. Journal of Business Finance & Accounting, 48 (9-10) jbfa.12526, 1889-1917. doi: 10.1111/jbfa.12526 |
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2020 Journal Article Multi-horizon accommodation demand forecasting: a New Zealand case studyZhu, Min, Wu, Jinran and Wang, You-Gan (2020). Multi-horizon accommodation demand forecasting: a New Zealand case study. International Journal of Tourism Research, 23 (3), 442-453. doi: 10.1002/jtr.2416 |
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2020 Journal Article Rejoinder to “Comment on ‘Wang et al . (2005), Robust estimating functions and bias correction for longitudinal data analysis’ by Nicola Lunardon and Giovanna Menardi”Wang, You‐Gan, Lin, Xu and Zhu, Min (2020). Rejoinder to “Comment on ‘Wang et al . (2005), Robust estimating functions and bias correction for longitudinal data analysis’ by Nicola Lunardon and Giovanna Menardi”. Biometrics, 76 (3) biom.13262, 1043-1044. doi: 10.1111/biom.13262 |
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2018 Journal Article Informative fund size, managerial skill, and investor rationalityZhu, Min (2018). Informative fund size, managerial skill, and investor rationality. Journal of Financial Economics, 130 (1), 114-134. doi: 10.1016/j.jfineco.2018.06.002 |
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2018 Journal Article Mutual fund managers' prior work experience and their investment skillChen, Rui, Gao, Zhennan, Zhang, Xueyong and Zhu, Min (2018). Mutual fund managers' prior work experience and their investment skill. Financial Management, 47 (1), 3-24. doi: 10.1111/fima.12180 |
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2017 Journal Article The impact of flood dynamics on property valuesRajapaksa, Darshana, Zhu, Min, Lee, Boon, Viet-Ngu Hoang,, Wilson, Clevo and Managi, Shunsuke (2017). The impact of flood dynamics on property values. Land Use Policy, 69, 317-325. doi: 10.1016/j.landusepol.2017.08.038 |
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2017 Journal Article Dividend growth and equity premium predictabilityZhu, Min, Chen, Rui, Du, Ke and Wang, You-Gan (2017). Dividend growth and equity premium predictability. International Review of Economics and Finance, 56, 125-137. doi: 10.1016/j.iref.2017.10.020 |
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2017 Journal Article On estimating long-run effects in models with lagged dependent variablesReed, W. Robert and Zhu, Min (2017). On estimating long-run effects in models with lagged dependent variables. Economic Modelling, 64, 302-311. doi: 10.1016/j.econmod.2017.04.006 |
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2016 Journal Article A comment on Koh’s “The optimal design of fallible organizations: invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”Zhu, Min, Liu, Chang and Wang, You-Gan (2016). A comment on Koh’s “The optimal design of fallible organizations: invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”. Social Choice and Welfare, 48 (2), 1-8. doi: 10.1007/s00355-016-1009-5 |
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2016 Journal Article Chinese stock market return predictability: adaptive complete subset regressionsChen, Keqi, Chen, Rui, Zhang, Xueyong and Zhu, Min (2016). Chinese stock market return predictability: adaptive complete subset regressions. Asia-Pacific Journal of Financial Studies, 45 (5), 779-804. doi: 10.1111/ajfs.12152 |
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2015 Journal Article A Gaussian pseudolikelihood approach for quantile regression with repeated measurementsFu, Liya, Wang, You-Gan and Zhu, Min (2015). A Gaussian pseudolikelihood approach for quantile regression with repeated measurements. Computational Statistics and Data Analysis, 84, 41-53. doi: 10.1016/j.csda.2014.11.002 |
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2013 Journal Article Jackknife for bias reduction in predictive regressionsZhu, Min (2013). Jackknife for bias reduction in predictive regressions. Journal of Financial Econometrics, 11 (1) nbs011, 193-220. doi: 10.1093/jjfinec/nbs011 |
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2013 Journal Article Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino childrenLeung, Denis Heng-Yan, Small, Dylan S., Qin, Jing and Zhu, Min (2013). Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children. Biometrics, 69 (3), 624-632. doi: 10.1111/biom.12039 |
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2013 Journal Article Return distribution predictability and its implications for portfolio selectionZhu, Min (2013). Return distribution predictability and its implications for portfolio selection. International Review of Economics and Finance, 27, 209-223. doi: 10.1016/j.iref.2012.10.002 |
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2012 Journal Article The benefits of tree-based models for stock selectionZhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). The benefits of tree-based models for stock selection. Journal of Asset Management, 13 (6), 437-448. doi: 10.1057/jam.2012.17 |
