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Yueliang (Jacques) Lu
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Year
Addressing systemic risk using contingent convertible debt–a network analysis
A Gupta, R Wang, Y Lu
European Journal of Operational Research 290 (1), 263-277, 2021
272021
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA
Y Han, YJ Lu, W Xu, G Zhou
Available at SSRN, 2020
4*2020
Market risk premium expectation: Combining option theory with traditional predictors
H Liu, YJ Lu, W Xu, G Zhou
Available at SSRN 4310213, 2022
22022
Macroeconomic trends and equity risk premium
Y Han, YJ Lu, G Zhou
Available at SSRN 4102419, 2022
12022
Equity Forward Return from Derivatives
SP Clark, YJ Lu, W Tian
Available at SSRN 3810878, 2021
12021
An on-line machine learning return prediction
YJ Lu, W Tian
Pacific-Basin Finance Journal 79, 102049, 2023
2023
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Articles 1–6