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Zhu, Xiaoneng
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1

Extreme Sentiment and Jumps in Analyst Forecast Dispersion:

Li, Pan ; Chen, Kecai ; Zhu, Xiaoneng
Finance Research Letters.  62 (2024)  - p. 105113 , 2024
Link: https://doi.org/10.1016/..
 
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2

Oil Strikes Back: Trend Factors and Exchange Rates:

HAN, LIYAN ; XU, YANG ; ZHANG, QUNZI.
Journal of Money, Credit and Banking.  , 2024
Link: https://doi.org/10.1111/..
 
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3

Disaster risk matters in the bond market:

Su, Hao ; Ying, Chengwei ; Zhu, Xiaoneng
Finance Research Letters.  47 (2022)  - p. 102764 , 2022
Link: https://doi.org/10.1016/..
 
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4

Global bond risk premia under falling stars:

Zhang, Yugui ; Zhu, Jie ; Zhu, Xiaoneng
Finance Research Letters.  42 (2021)  - p. 101916 , 2021
Link: https://doi.org/10.1016/..
 
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5

Rare disaster concerns and economic fluctuations:

Hao, Yijun ; Su, Hao ; Zhu, Xiaoneng
Economics Letters.  195 (2020)  - p. 109454 , 2020
Link: https://doi.org/10.1016/..
 
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6

When Are Stocks Less Volatile in the Long Run?:

Jondeau, Eric ; Zhang, Qunzi ; Zhu, Xiaoneng
Journal of Financial and Quantitative Analysis.  56 (2020)  4 - p. 1228-1258 , 2020
Link: https://doi.org/10.1017/..
 
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7

Investing for the long run when expected equity premium is ..:

Zhang, Yugui ; Zhu, Jie ; Zhu, Xiaoneng
Pacific-Basin Finance Journal.  63 (2020)  - p. 101397 , 2020
Link: https://doi.org/10.1016/..
 
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8

Average skewness matters:

Jondeau, Eric ; Zhang, Qunzi ; Zhu, Xiaoneng
Journal of Financial Economics.  134 (2019)  1 - p. 29-47 , 2019
Link: https://doi.org/10.1016/..
 
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9

Editorial Notes:

He, Xuezhong ; He, Zhongzhi ; Zhu, Xiaoneng
Economic Modelling.  71 (2018)  - p. 316-317 , 2018
Link: https://doi.org/10.1016/..
 
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10

Asset prices and economic fluctuations: The implications of..:

Chen, Junping ; Xiong, Xiong ; Zhu, Jie.
Economic Modelling.  64 (2017)  - p. 128-140 , 2017
Link: https://doi.org/10.1016/..
 
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11

Unspanned Global Macro Risks in Bond Returns:

Zhao, Feng ; Zhou, Guofu ; Zhu, Xiaoneng
forthcoming in Management Science.  , 2016
Link: https://ssrn.com/abstrac..
 
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12

Dynamic factors and asset pricing: International and furthe..:

He, Zhongzhi (Lawrence) ; Zhu, Jie ; Zhu, Xiaoneng
Pacific-Basin Finance Journal.  32 (2015)  - p. 21-39 , 2015
Link: https://doi.org/10.1016/..
 
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13

Multi-factor volatility and stock returns:

He, Zhongzhi (Lawrence) ; Zhu, Jie ; Zhu, Xiaoneng
Journal of Banking & Finance.  61 (2015)  - p. S132-S149 , 2015
Link: https://doi.org/10.1016/..
 
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14

A regime-switching Nelson–Siegel term structure model of th..:

Zhu, Xiaoneng ; Rahman, Shahidur
Journal of Macroeconomics.  44 (2015)  - p. 1-17 , 2015
Link: https://doi.org/10.1016/..
 
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15

Out-of-sample bond risk premium predictions: A global commo..:

Zhu, Xiaoneng
Journal of International Money and Finance.  51 (2015)  - p. 155-173 , 2015
Link: https://doi.org/10.1016/..
 
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