6
H index
3
i10 index
144
Citations
Kennesaw State University | 6 H index 3 i10 index 144 Citations RESEARCH PRODUCTION: 13 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhaoguo Zhan. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Econometrics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Relaxing Migration Restrictions and Labor Reallocation. (2025). Yuan, Lingran ; Jin, Songqing ; Hu, Peinan ; Gong, Binlei. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361187. Full description at Econpapers || Download paper |
| 2024 | Is Long‐Run Risk Really Priced? Revisiting Liu and Matthies (2022). (2024). Maio, Paulo. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2885-2900. Full description at Econpapers || Download paper |
| 2024 | Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869. Full description at Econpapers || Download paper |
| 2024 | Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179. Full description at Econpapers || Download paper |
| 2024 | Some children left behind: Variation in the effects of an educational intervention. (2024). Thornton, Rebecca ; Smith, Jeffrey ; Munoz-Morales, Juan ; Kerwin, Jason ; Buhl-Wiggers, Julie ; Muoz-Morales, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s0304407622000355. Full description at Econpapers || Download paper |
| 2025 | Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745. Full description at Econpapers || Download paper |
| 2025 | Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665. Full description at Econpapers || Download paper |
| 2024 | International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263. Full description at Econpapers || Download paper |
| 2024 | Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998. Full description at Econpapers || Download paper |
| 2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper |
| 2024 | Chinese consumption shocks and U.S. equity returns. (2024). Kim, Minki ; Lam, Sing-Sen ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005033. Full description at Econpapers || Download paper |
| 2025 | An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155. Full description at Econpapers || Download paper |
| 2024 | Linear Factor Models and the Estimation of Expected Returns. (2024). Werker, Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14. Full description at Econpapers || Download paper |
| 2024 | Testing and Ranking of Asset Pricing Models Using the GRS Statistic. (2024). Shi, Ruoyao ; Kamstra, Mark J. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:168-:d:1379260. Full description at Econpapers || Download paper |
| 2025 | How Does Social Security Affect Farmers’ Contracted Land Withdrawal: Evidence from the Suburbs of Shanghai and Wuhan. (2025). Zhong, Wenyu ; Tian, Xia ; Cai, Yinying ; Sun, Yiping. In: Land. RePEc:gam:jlands:v:14:y:2025:i:10:p:1965-:d:1760788. Full description at Econpapers || Download paper |
| 2024 | A simple test of misspecification for linear asset pricing models. (2024). Giannetti, Antoine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:3:d:10.1007_s11408-024-00445-6. Full description at Econpapers || Download paper |
| 2024 | Grandfathers and Grandsons: Social Security Expansion and Child Health in China. (2024). Yang, Jinyang ; Chen, Xi. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1503. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2015 | Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2021 | Local Composite Quantile Regression for Regression Discontinuity In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Local Composite Quantile Regression for Regression Discontinuity.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2021 | Double robust inference for continuous updating GMM In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Double robust inference for continuous updating GMM.(2025) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Misspecification and Weak Identification in Asset Pricing In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Robust Inference for Consumption‐Based Asset Pricing In: Journal of Finance. [Full Text][Citation analysis] | article | 32 |
| 2024 | Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 0 |
| 2006 | Lowering Child Mortality in Poor Countries: The Power of Knowledgeable Parents In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | Lowering child mortality in poor countries: the power of knowledgeable parents.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The surprisingly dire situation of childrens education in rural west Africa: results from the CREO study in Guinea-Bissau.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2016 | Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | A medal share model for Olympic performance In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2014 | The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau (Comprehensive Review of Education Outcomes) In: NBER Chapters. [Full Text][Citation analysis] | chapter | 7 |
| 2013 | The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau (Comprehensive Review of Education Outcomes).(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2025 | A Powerful Test Needs to Be Size-Correct: Response to “Robust Inference for Consumption-Based Asset Pricing with Power” In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2018 | Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2023 | Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2023 | Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | The Impact of Rural Pensions in China on Labor Migration In: The World Bank Economic Review. [Full Text][Citation analysis] | article | 25 |
| 2020 | Does Extending Unemployment Benefits Improve Job Quality? Comment In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Linear regression with an estimated regressor: applications to aggregate indicators of economic development In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team