Min Zhu
Cited by
Cited by
Informative fund size, managerial skill, and investor rationality
M Zhu
Journal of Financial Economics 130 (1), 114-134, 2018
Robust estimation using the Huber function with a data-dependent tuning constant
YG Wang, X Lin, M Zhu, Z Bai
Journal of Computational and Graphical Statistics 16 (2), 468-481, 2007
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
DHY Leung, YG Wang, M Zhu
Biostatistics 10 (3), 436-445, 2009
Robust estimating functions and bias correction for longitudinal data analysis
YG Wang, X Lin, M Zhu
Biometrics 61 (3), 684-691, 2005
Return distribution predictability and its implications for portfolio selection
M Zhu
International Review of Economics & Finance 27, 209-223, 2013
Mutual fund managers’ prior work experience and their investment skill
R Chen, Z Gao, X Zhang, M Zhu
Financial Management 47 (1), 3-24, 2018
The impact of flood dynamics on property values
D Rajapaksa, M Zhu, B Lee, VN Hoang, C Wilson, S Managi
Land Use Policy 69 69, 317-325, 2017
Quantile regression without the curse of unsmoothness
YG Wang, Q Shao, M Zhu
Computational statistics & data analysis 53 (10), 3696-3705, 2009
Rank-based regression for analysis of repeated measures
YG Wang, M Zhu
Biometrika 93 (2), 459-464, 2006
A Hybrid Approach to Combining CART and Logistic Regression for Stock Ranking
M Zhu, D Philpotts, R Sparks, MJ Stevenson
The Journal of Portfolio Management 38 (1), 100-109, 2011
The benefits of tree-based models for stock selection
M Zhu, D Philpotts, MJ Stevenson
Journal of Asset Management 13 (6), 437-448, 2012
Crowding: Evidence from fund managerial structure
CR Harvey, Y Liu, EKM Tan, M Zhu
Available at SSRN 3554636, 2021
Quantile estimation from ranked set sampling data
M Zhu, YG Wang
Sankhyā: The Indian Journal of Statistics, 295-304, 2005
On estimating long-run effects in models with lagged dependent variables
WR Reed, M Zhu
Economic Modelling 64, 302-311, 2017
Optimal sign tests for data from ranked set samples
YG Wang, M Zhu
Statistics & probability letters 72 (1), 13-22, 2005
A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
L Fu, Y Wang, M Zhu
Computational Statistics & Data Analysis 84 (1), 41–53, 2015
Multi‐horizon accommodation demand forecasting: A New Zealand case study
M Zhu, J Wu, YG Wang
International Journal of Tourism Research 23 (3), 442-453, 2021
Jackknife for Bias Reduction in Predictive Regressions
M Zhu
Journal of Financial Econometrics 11 (1), 193-220, 2013
Dividend growth and equity premium predictability
M Zhu, R Chen, K Du, YG Wang
International Review of Economics & Finance 56, 125-137, 2018
Diseconomies of scale in active management: Robust evidence
L Pastor, RF Stambaugh, LA Taylor, M Zhu
CEPR Discussion Paper No. DP16376, 2021
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Articles 1–20