| 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 | 57 | 2022 |
| 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 | 54 | 2018 |
| Seasonality in the cross-section of cryptocurrency returns H Long, A Zaremba, E Demir, JJ Szczygielski, M Vasenin Finance Research Letters 35, 101566, 2020 | 45 | 2020 |
| 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 | 35 | 2022 |
| Short-term momentum (almost) everywhere A Zaremba, H Long, A Karathanasopoulos Journal of International Financial Markets, Institutions and Money 63, 101140, 2019 | 31 | 2019 |
| 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 | 31 | 2019 |
| 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 | 26 | 2021 |
| Forecasting the equity premium: Do deep neural network models work? X Zhou, H Zhou, H Long Modern Finance 1 (1), 1-11, 2023 | 14 | 2023 |
| 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 | 14 | 2020 |
| Exchange rates change, asset-denominated currency difference and stock price fluctuation L Zheng, Y Jiang, H Long Applied Economics 51 (60), 6517-6534, 2019 | 12 | 2019 |
| 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 | 11 | 2022 |
| 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 | 10 | 2020 |
| Extreme risk spillovers between China and major international stock markets L Qian, Y Jiang, H Long Modern Finance 1 (1), 30-34, 2023 | 8 | 2023 |
| 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 | 8 | 2020 |
| What drives the dependence between the Chinese and global stock markets? L Qian, Y Jiang, H Long Modern Finance 1 (1), 12-16, 2023 | 4 | 2023 |
| 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 | 4 | 2019 |
| 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 | 3 | 2023 |
| 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 | 3 | 2023 |
| 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 | 3 | 2022 |
| 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 | 3 | 2022 |
