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Huaigang Long
Huaigang Long
School of Economics, Zhejiang University
Verified email at zju.edu.cn - Homepage
Title
Cited by
Cited by
Year
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns
A Zaremba, N Cakici, E Demir, H Long
Journal of Financial Stability 58, 100964, 2022
572022
Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets
H Long, Y Jiang, Y Zhu
Finance Research Letters 24, 129-136, 2018
542018
Seasonality in the cross-section of cryptocurrency returns
H Long, A Zaremba, E Demir, JJ Szczygielski, M Vasenin
Finance Research Letters 35, 101566, 2020
452020
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
H Long, E Demir, B Będowska-Sójka, A Zaremba, SJH Shahzad
Finance Research Letters 49, 103131, 2022
352022
Tail risk and expected stock returns around the world
H Long, Y Zhu, L Chen, Y Jiang
Pacific-Basin Finance Journal 56, 162-178, 2019
312019
Short-term momentum (almost) everywhere
A Zaremba, H Long, A Karathanasopoulos
Journal of International Financial Markets, Institutions and Money 63, 101140, 2019
302019
Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets
A Zaremba, MH Bilgin, H Long, A Mercik, JJ Szczygielski
International Review of Financial Analysis 78, 101908, 2021
252021
Forecasting the equity premium: Do deep neural network models work?
X Zhou, H Zhou, H Long
Modern Finance 1 (1), 1-11, 2023
142023
Business sentiment and the cross-section of global equity returns
A Zaremba, A Szyszka, H Long, D Zawadka
Pacific-Basin Finance Journal 61, 101329, 2020
142020
Exchange rates change, asset-denominated currency difference and stock price fluctuation
L Zheng, Y Jiang, H Long
Applied Economics 51 (60), 6517-6534, 2019
122019
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
H Long, A Zaremba, W Zhou, E Bouri
Journal of Financial Markets 61, 100736, 2022
112022
The roles of economic policy uncertainty and the covid-19 pandemic in the correlation between cryptocurrency and stock markets
L Qian, Y Jiang, H Long, R Song
The Singapore Economic Review, 1-30, 2020
102020
Extreme risk spillovers between China and major international stock markets
L Qian, Y Jiang, H Long
Modern Finance 1 (1), 30-34, 2023
82023
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
H Long, A Zaremba, Y Jiang
Economic research-Ekonomska istraživanja 33 (1), 160-181, 2020
82020
What drives the dependence between the Chinese and global stock markets?
L Qian, Y Jiang, H Long
Modern Finance 1 (1), 12-16, 2023
42023
Beware of the crash risk: Tail beta and the cross-section of stock returns in China
H Long, A Zaremba, Y Jiang
Applied Economics 51 (44), 4870-4881, 2019
42019
Trade competitiveness and the aggregate returns in global stock markets
M Chiah, H Long, A Zaremba, Z Umar
Journal of Economic Dynamics and Control 148, 104618, 2023
32023
Interest rate changes and the cross-section of global equity returns
A Zaremba, N Cakici, RJ Bianchi, H Long
Journal of Economic Dynamics and Control 147, 104596, 2023
32023
Real estate climate index and aggregate stock returns: Evidence from China
Y Jiang, T Fu, H Long, A Zaremba, W Zhou
Pacific-Basin Finance Journal 75, 101841, 2022
32022
Yield curve shifts and the cross-section of global equity returns
A Zaremba, N Cakici, RJ Bianchi, H Long
Yield Curve Shifts and the Cross-Section of Global Equity Returns: Zaremba …, 2022
32022
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