A Better Model? An empirical investigation of the Fama–French five‐factor model in Australia M Chiah, D Chai, A Zhong, S Li International Review of Finance 16 (4), 595-638, 2016 | 290 | 2016 |
COVID− 19 and oil price risk exposure M Akhtaruzzaman, S Boubaker, M Chiah, A Zhong Finance research letters 42, 101882, 2021 | 164 | 2021 |
Trading from home: The impact of COVID-19 on trading volume around the world M Chiah, A Zhong Finance Research Letters 37, 101784, 2020 | 162 | 2020 |
The MAX effect: An exploration of risk and mispricing explanations A Zhong, P Gray Journal of Banking & Finance 65, 76-90, 2016 | 101 | 2016 |
Learning from SARS: Return and volatility connectedness in COVID-19 E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong Finance research letters 41, 101796, 2021 | 84 | 2021 |
Day-of-the-week effect in anomaly returns: International evidence M Chiah, A Zhong Economics Letters 182, 90-92, 2019 | 51 | 2019 |
Anomalies, risk adjustment and seasonality: Australian evidence A Zhong, M Limkriangkrai, P Gray International Review of Financial Analysis 35, 207-218, 2014 | 42 | 2014 |
Idiosyncratic volatility in the Australian equity market A Zhong Pacific-Basin Finance Journal 50, 105-125, 2018 | 40 | 2018 |
Stock market reaction to mandatory ESG disclosure J Wang, X Hu, A Zhong Finance Research Letters 53, 103402, 2023 | 39 | 2023 |
Sentiment and stock market connectedness: Evidence from the US–China trade war E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong International Review of Financial Analysis 80, 102031, 2022 | 31 | 2022 |
Political uncertainty, market anomalies and presidential honeymoons KF Chan, P Gray, S Gray, A Zhong Journal of Banking & Finance 113, 105749, 2020 | 31 | 2020 |
Tuesday Blues and the day-of-the-week effect in stock returns M Chiah, A Zhong Journal of Banking & Finance 133, 106243, 2021 | 30 | 2021 |
Greenium in the Chinese corporate bond market X Hu, A Zhong, Y Cao Emerging Markets Review 53, 100946, 2022 | 27 | 2022 |
Lockdown and retail trading in the equity market M Chiah, X Tian, A Zhong Journal of Behavioral and Experimental Finance 33, 100598, 2022 | 25 | 2022 |
Choosing factors: Australian evidence D Chai, M Chiah, A Zhong Pacific-Basin Finance Journal 58, 101223, 2019 | 24 | 2019 |
Investment-related anomalies in Australia: Evidence and explanations VN Cao, P Gray, A Zhong International Review of Financial Analysis 61, 97-109, 2019 | 21 | 2019 |
Photo sentiment and stock returns around the world M Chiah, X Hu, A Zhong Finance Research Letters 46, 102417, 2022 | 15 | 2022 |
The asymmetric effects of oil price shocks on green innovation X Hu, J Yu, A Zhong Energy Economics 125, 106890, 2023 | 12 | 2023 |
Investor sentiment and stock market anomalies in Australia X Zhang, E Bissoondoyal-Bheenick, A Zhong International Review of Economics & Finance 86, 284-303, 2023 | 11 | 2023 |
Volume shocks and stock returns: An alternative test A Zhong, D Chai, B Li, M Chiah Pacific-Basin Finance Journal 48, 1-16, 2018 | 10 | 2018 |