Addressing systemic risk using contingent convertible debt–a network analysis A Gupta, R Wang, Y Lu European Journal of Operational Research 290 (1), 263-277, 2021 | 27 | 2021 |
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA Y Han, YJ Lu, W Xu, G Zhou Available at SSRN, 2020 | 4* | 2020 |
Market risk premium expectation: Combining option theory with traditional predictors H Liu, YJ Lu, W Xu, G Zhou Available at SSRN 4310213, 2022 | 2 | 2022 |
Macroeconomic trends and equity risk premium Y Han, YJ Lu, G Zhou Available at SSRN 4102419, 2022 | 1 | 2022 |
Equity Forward Return from Derivatives SP Clark, YJ Lu, W Tian Available at SSRN 3810878, 2021 | 1 | 2021 |
An on-line machine learning return prediction YJ Lu, W Tian Pacific-Basin Finance Journal 79, 102049, 2023 | | 2023 |