| An empirical investigation of stock market behavior in the Middle East and North Africa AR Cheng, MR Jahan-Parvar, P Rothman Journal of Empirical Finance 17 (3), 413-427, 2010 | 117 | 2010 |
| Robust Bayesian portfolio choices EW Anderson, AR Cheng The Review of Financial Studies 29 (5), 1330-1375, 2016 | 47 | 2016 |
| Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility K Das, T Shimatani Journal of Asian Economics 28, 87-98, 2013 | 27 | 2013 |
| Risk–return trade-off in the pacific basin equity markets AR Cheng, MR Jahan-Parvar Emerging Markets Review 18, 123-140, 2014 | 18 | 2014 |
| Portfolio choices with many big models E Anderson, A Cheng Management Science 68 (1), 690-715, 2022 | 6 | 2022 |
| A Gaussian approximation scheme for computation of option prices in stochastic volatility models AR Gallant, C Ji, BS Lee Journal of econometrics 146 (1), 44-58, 2008 | 6 | 2008 |
| Oil Prices and Competitiveness: Evidence from a Group of Oil Producing Countries M Jahan-Parvar Working Paper, 2006 | 2 | 2006 |
| Macroeconomic variables, pricing kernels and expected default-free and defaultable bond returns AM Cheng, Y Kitsul Pricing Kernels and Expected Default-Free and Defaultable Bond Returns, 2008 | 1 | 2008 |
| Robust Bayesian Portfolios E Anderson, A Cheng Review of Financial Studies, 2016 | | 2016 |
| Return, Trading Volume, and Market Depth in Currency Futures Markets YW Cheung Hong Kong Institute for Monetary Research Working Papers, 2008 | | 2008 |
