Concepedia

Jie Zhu

JZ

6

Publications

275

Citations

6

H-Index

2007

Active since

Affiliations

Aarhus University(Current)

Shanghai University of Finance and Economics

Queen's University

Jie Zhu is an author at Aarhus University specializing in business, finance, and asset pricing.

ORCID

Top concepts

Publications per year

2007–2019

6

Publications

6

Predicting stock returns: A regime-switching combination approach and economic links

Xiaoneng Zhu, Jie Zhu · Journal of Banking & Finance · 2013 · 134 citations

, , +8

Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model

Bent Jesper Christensen, Morten Ørregaard Nielsen, Jie Zhu · Journal of Empirical Finance · 2009 · 60 citations

, , +7

The impact of financial crises on the risk–return tradeoff and the leverage effect

Bent Jesper Christensen, Morten Ørregaard Nielsen, Jie Zhu · Economic Modelling · 2015 · 42 citations · Full text

, , +13

Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model

Bent Jesper Christensen, Morten Ørregaard Nielsen, Jie Zhu · SSRN Electronic Journal · 2007 · 16 citations · Full text

, , +7

Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach

Jie Zhu · Mathematics and Computers in Simulation · 2008 · 13 citations

, , +8

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