1
H index
1
i10 index
19
Citations
Peking University | 1 H index 1 i10 index 19 Citations RESEARCH PRODUCTION: 1 Articles RESEARCH ACTIVITY: 1 years (2020 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh996 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with LINGXIAO ZHAO. | Is cited by: | Cites to: |
Year | Title of citing document |
---|---|
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper |
2023 | Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. (2023). , Mike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000130. Full description at Econpapers || Download paper |
2024 | Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers || Download paper |
2024 | In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models. (2024). Zheng, Xinghua ; Wang, Xiaolu ; Kan, Raymond. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000606. Full description at Econpapers || Download paper |
2023 | Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective. (2023). Schneider, Jesper W ; Engsted, Tom. In: SocArXiv. RePEc:osf:socarx:nztk8. Full description at Econpapers || Download paper |
2023 | Which Factors for Corporate Bond Returns?. (2023). He, Zhiguo ; Prokopczuk, Marcel ; Hollstein, Fabian ; Dang, Thuy Duong. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:4:p:615-652.. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | On Comparing Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team