| The Chinese Warrants Bubble JY Wei Xiong American Economic Review 101, 2723-2753, 2011 | 357 | 2011 |
| Disagreement and return predictability of stock portfolios J Yu Journal of Financial Economics 99 (1), 162-183, 2011 | 253 | 2011 |
| Gone fishin’: Seasonality in trading activity and asset prices H Hong, J Yu Journal of Financial Markets 12 (4), 672-702, 2009 | 247 | 2009 |
| Simple forecasts and paradigm shifts H Hong, JC Stein, J Yu The Journal of Finance 62 (3), 1207-1242, 2007 | 218 | 2007 |
| High frequency market microstructure noise estimates and liquidity measures Y Ait-Sahalia, J Yu National Bureau of Economic Research, 2008 | 213 | 2008 |
| Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan J Yu Journal of Econometrics 141 (2), 1245-1280, 2007 | 139 | 2007 |
| Saddlepoint approximations for continuous-time Markov processes Y Aı, J Yu Journal of Econometrics 134 (2), 507-551, 2006 | 111 | 2006 |
| Firms as buyers of last resort H Hong, J Wang, J Yu Journal of Financial Economics 88 (1), 119-145, 2008 | 98 | 2008 |
| Inflation bets on the long bond H Hong, D Sraer, J Yu The Review of Financial Studies 30 (3), 900-947, 2017 | 31 | 2017 |
| LACK‐OF‐RECALL AND CENTRALIZED MONETARY TRADE T Temzelides, J Yu International Economic Review 45 (4), 1221-1227, 2004 | 11 | 2004 |
| Cross-stock momentum and factor momentum J Yan, J Yu Journal of Financial Economics 150 (2), 103716, 2023 | 7 | 2023 |
| Reaching for maturity H Hong, D Sraer, J Yu Discussion paper, Princeton University, 2013 | 7 | 2013 |
| How to Dominate the Historical Average K Li, Y Li, C Lyu, J Yu HKUST Business School Research Paper, 2024 | | 2024 |
| Month-End Reporting, Cash-Flow News, and Asset Pricing CY Hong, J Yu Cash-Flow News, and Asset Pricing (September 1, 2020), 2020 | | 2020 |
| Are the Equity Premium and the Value Premium Expected? Evidence from the Calendar of Cash-Flow News CY Hong, J Yu 28th Australasian Finance and Banking Conference, 2015 | | 2015 |
| Discussion of “The Impact of Policy Initiatives on Credit Spreads during the 2007–09 Financial Crisis” J Yu International Journal of Central Banking, 2013 | | 2013 |
| Comment on ‘China's Exchange Rate Regime: The Long and Short of It’ (by Barry Eichengreen) J Yu China’s Financial Transition at a Crossroads, 2007 | | 2007 |
Harrison HongProfessor of Economics, Columbia UniversityVerified email at columbia.edu
