Wei Zhang
Economics and Econometrics · Applied Economics · 2006–2021
A researcher in the Science corpus: 8 papers; trusts 23 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 111 citations into it
- Finance — 95 citations into it
- Information Systems — 63 citations into it
- Accounting — 47 citations into it; #5,399 of 8,970 by trust here, #4,935 by citations
- Strategy and Management — 22 citations into it
Whom Wei Zhang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew Urquhart
- Elie Bouri
- Aurelio Fernández Bariviera
- A. H. Dyhrberg
- Tim Bollerslev
- Werner Antweiler
- Dawn A. Matsumoto
- R. Franke
- Zhi Da
- Robert F. Engle
Who trusts Wei Zhang overall
Papers from Wei Zhang's perspective
Ordered by how strongly the researchers Wei Zhang trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Common risk factors in the returns on stocks and bonds
- Some stylized facts of the Bitcoin market
- The inefficiency of Bitcoin
- Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices
- Price dynamics and speculative trading in bitcoin
- Can volume predict Bitcoin returns and volatility? A quantiles-based approach
- On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
- Dynamic Conditional Correlation
- Long-range correlations and asymmetry in the Bitcoin market
Their papers
- Some stylized facts of the cryptocurrency market (2018) — 164 citations
- The five-factor asset pricing model tests for the Chinese stock market (2017) — 138 citations
- Market reaction to internet news: Information diffusion and price pressure (2016) — 80 citations
- Downside risk and the cross-section of cryptocurrency returns (2021) — 113 citations
- MAX Momentum in Cryptocurrency Markets (2020) — 49 citations
- Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective (2019) — 151 citations
- Open source information, investor attention, and asset pricing (2013) — 164 citations
- After Enron: Auditor Conservatism and Ex-Andersen Clients (2006) — 232 citations