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 | 274 | 2013 |
Asset allocation with a high dimensional latent factor stochastic volatility model Y Han The Review of Financial Studies 19 (1), 237-271, 2006 | 253 | 2006 |
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility Y Han, D Lesmond The Review of Financial Studies 24 (5), 1590-1629, 2011 | 245 | 2011 |
Market intraday momentum L Gao, Y Han, SZ Li, G Zhou Journal of Financial Economics 129 (2), 394-414, 2018 | 190 | 2018 |
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 | 161* | 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 | 119 | 1999 |
Fish gelatin based triboelectric nanogenerator for harvesting biomechanical energy and self-powered sensing of human physiological signals Y Han, Y Han, X Zhang, L Li, C Zhang, J Liu, G Lu, HD Yu, W Huang ACS applied materials & interfaces 12 (14), 16442-16450, 2020 | 67 | 2020 |
3D vertical-flow paper-based device for simultaneous detection of multiple cancer biomarkers by fluorescent immunoassay Y Jiao, C Du, L Zong, X Guo, Y Han, X Zhang, L Li, C Zhang, Q Ju, J Liu, ... Sensors and Actuators B: Chemical 306, 127239, 2020 | 62 | 2020 |
Signal-enhanced detection of multiplexed cardiac biomarkers by a paper-based fluorogenic immunodevice integrated with zinc oxide nanowires X Guo, L Zong, Y Jiao, Y Han, X Zhang, J Xu, L Li, C Zhang, Z Liu, Q Ju, ... Analytical chemistry 91 (14), 9300-9307, 2019 | 48 | 2019 |
What firm characteristics drive us stock returns Y Han, A He, D Rapach, G Zhou Available at SSRN 3185335, 2018 | 44 | 2018 |
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 | 42* | 2017 |
Firm characteristics and expected stock returns Y Han, A He, D Rapach, G Zhou Available at SSRN, 2019 | 39 | 2019 |
Are there exploitable trends in commodity futures prices? Y Han, T Hu, J Yang Journal of Banking & Finance 70, 214-234, 2016 | 39 | 2016 |
Taming momentum crashes: A simple stop-loss strategy Y Han, G Zhou, Y Zhu Available at SSRN 2407199, 2016 | 34 | 2016 |
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 | 25 | 2006 |
based fluorescent immunoassay for highly sensitive and selective detection of norfloxacin in milk at picogram level L Zong, Y Jiao, X Guo, C Zhu, L Gao, Y Han, L Li, C Zhang, Z Liu, J Liu, ... Talanta 195, 333-338, 2019 | 23 | 2019 |
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 | 17 | 2015 |
Expected stock returns and firm characteristics: E-LASSO, assessment, and implications Y Han, A He, DE Rapach, G Zhou Available at SSRN, 2021 | 16 | 2021 |
Expected return, volume, and mispricing Y Han, D Huang, D Huang, G Zhou Journal of Financial Economics 143 (3), 1295-1315, 2022 | 13 | 2022 |
On the relation between the market risk premium and market volatility Y Han Applied financial economics 21 (22), 1711-1723, 2011 | 12* | 2011 |