| A new anomaly: The cross-sectional profitability of technical analysis Y Han, K Yang, G Zhou Journal of Financial and Quantitative Analysis 48 (5), 1433-1461, 2013 | 362 | 2013 |
| Market intraday momentum L Gao, Y Han, SZ Li, G Zhou Journal of Financial Economics 129 (2), 394-414, 2018 | 315 | 2018 |
| Liquidity biases and the pricing of cross-sectional idiosyncratic volatility Y Han, D Lesmond The Review of Financial Studies 24 (5), 1590-1629, 2011 | 304 | 2011 |
| Asset allocation with a high dimensional latent factor stochastic volatility model Y Han The Review of Financial Studies 19 (1), 237-271, 2006 | 282 | 2006 |
| A trend factor: Any economic gains from using information over investment horizons? Y Han, G Zhou, Y Zhu Journal of Financial Economics 122 (2), 352-375, 2016 | 243 | 2016 |
| Interactions of the papovavirus DNA replication initiator proteins, bovine papillomavirus type 1 E1 and simian virus 40 large T antigen, with human replication protein A YF Han, YM Loo, KT Militello, T Melendy Journal of virology 73 (6), 4899-4907, 1999 | 135 | 1999 |
| Expected stock returns and firm characteristics: E-LASSO, assessment, and implications Y Han, A He, D Rapach, G Zhou Assessment, and Implications (September 10, 2021), 2021 | 123* | 2021 |
| Expected return, volume, and mispricing Y Han, D Huang, D Huang, G Zhou Journal of Financial Economics 143 (3), 1295-1315, 2022 | 92 | 2022 |
| Technical analysis in the stock market: A review Y Han, Y Liu, G Zhou, Y Zhu Handbook of Investment Analysis, Portfolio Management, and Financial …, 2024 | 68 | 2024 |
| Are there exploitable trends in commodity futures prices? Y Han, T Hu, J Yang Journal of Banking & Finance 70, 214-234, 2016 | 53 | 2016 |
| Horses for courses: Fund managers and organizational structures Y Han, T Noe, M Rebello Journal of Financial and Quantitative Analysis 52 (6), 2779-2807, 2017 | 52 | 2017 |
| Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning Y Han, A He, DE Rapach, G Zhou Review of Finance 28 (6), 1807-1831, 2024 | 46* | 2024 |
| Taming momentum crashes: A simple stop-loss strategy Y Han, G Zhou, Y Zhu Available at SSRN 2407199, 2016 | 42 | 2016 |
| Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world Y Han, T Hu, DA Lesmond Journal of Financial and Quantitative Analysis 50 (6), 1269-1292, 2015 | 28 | 2015 |
| The economics value of volatility modelling: Asset allocation with a high dimensional dynamic latent factor multivariate stochastic volatility model Y Han Review of Financial Studies 19, 237-271, 2006 | 26 | 2006 |
| Anomalies enhanced: A portfolio rebalancing approach Y Han, D Huang, G Zhou Financial Management 50 (2), 371-424, 2021 | 24* | 2021 |
| On the relation between the market risk premium and market volatility Y Han Applied financial economics 21 (22), 1711-1723, 2011 | 18* | 2011 |
| US monetary policy surprises and mortgage rates P Xu, Y Han, J Yang Real Estate Economics 40 (3), 461-507, 2012 | 17 | 2012 |
| Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns RG Fenner, Y Han, Z Huang The Quarterly Review of Economics and Finance 75, 276-293, 2020 | 16 | 2020 |
| The information content of the implied volatility surface: Can option prices predict jumps? Y Han, F Liu, X Tang Available at SSRN 3454330, 2020 | 13 | 2020 |
david lesmondTulane universityVerified email at tulane.edu
