Informative fund size, managerial skill, and investor rationality M Zhu Journal of Financial Economics 130 (1), 114-134, 2018 | 114 | 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 | 88 | 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 | 53 | 2009 |
Robust estimating functions and bias correction for longitudinal data analysis YG Wang, X Lin, M Zhu Biometrics 61 (3), 684-691, 2005 | 49 | 2005 |
Return distribution predictability and its implications for portfolio selection M Zhu International Review of Economics & Finance 27, 209-223, 2013 | 44 | 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 | 43 | 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 | 37 | 2017 |
Quantile regression without the curse of unsmoothness YG Wang, Q Shao, M Zhu Computational statistics & data analysis 53 (10), 3696-3705, 2009 | 34 | 2009 |
Rank-based regression for analysis of repeated measures YG Wang, M Zhu Biometrika 93 (2), 459-464, 2006 | 30 | 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 | 29 | 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 | 20 | 2012 |
Crowding: Evidence from fund managerial structure CR Harvey, Y Liu, EKM Tan, M Zhu Available at SSRN 3554636, 2021 | 18 | 2021 |
Quantile estimation from ranked set sampling data M Zhu, YG Wang Sankhyā: The Indian Journal of Statistics, 295-304, 2005 | 18 | 2005 |
On estimating long-run effects in models with lagged dependent variables WR Reed, M Zhu Economic Modelling 64, 302-311, 2017 | 17 | 2017 |
Optimal sign tests for data from ranked set samples YG Wang, M Zhu Statistics & probability letters 72 (1), 13-22, 2005 | 17 | 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 | 14 | 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 | 13 | 2021 |
Jackknife for Bias Reduction in Predictive Regressions M Zhu Journal of Financial Econometrics 11 (1), 193-220, 2013 | 9 | 2013 |
Dividend growth and equity premium predictability M Zhu, R Chen, K Du, YG Wang International Review of Economics & Finance 56, 125-137, 2018 | 8 | 2018 |
Diseconomies of scale in active management: Robust evidence L Pastor, RF Stambaugh, LA Taylor, M Zhu CEPR Discussion Paper No. DP16376, 2021 | 7 | 2021 |