| Forecasting exchange rate volatility using high-frequency data: Is the euro different? G Chortareas, Y Jiang, JC Nankervis International Journal of Forecasting 27 (4), 1089-1107, 2011 | 102 | 2011 |
| Contrarian strategy and herding behaviour in the Chinese stock market Q Chen, X Hua, Y Jiang The European Journal of Finance 24 (16), 1552-1568, 2018 | 68 | 2018 |
| The random-walk behavior of the euro exchange rate G Chortareas, Y Jiang, JC Nankervis Finance Research Letters 8 (3), 158-162, 2011 | 31 | 2011 |
| The state of the market and the contrarian strategy: evidence from China's stock market Q Chen, Y Jiang, Y Li Journal of Chinese Economic and Business Studies 10 (1), 89-108, 2012 | 28 | 2012 |
| Night trading and market quality: Evidence from Chinese and US precious metal futures markets Y Jiang, N Kellard, X Liu Journal of Futures Markets 40 (10), 1486-1507, 2020 | 24 | 2020 |
| Volatility forecasting in the Chinese commodity futures market with intraday data Y Jiang, S Ahmed, X Liu Review of Quantitative Finance and Accounting 48, 1123-1173, 2017 | 22 | 2017 |
| Professional macroeconomic forecasts and Chinese commodity futures prices W Ye, R Guo, Y Jiang, X Liu, B Deschamps Finance Research Letters 28, 130-136, 2019 | 15 | 2019 |
| Spurious long memory, uncommon breaks and the implied–realized volatility puzzle NM Kellard, Y Jiang, M Wohar Journal of International Money and Finance 56, 36-54, 2015 | 14 | 2015 |
| Do antidumping measures affect Chinese export-related firms? X Hua, Y Jiang, Q Sun, X Xing Review of Quantitative Finance and Accounting 52, 871-900, 2019 | 12 | 2019 |
| Macroeconomic forecasts and commodity futures volatility W Ye, R Guo, B Deschamps, Y Jiang, X Liu Economic Modelling 94, 981-994, 2021 | 11 | 2021 |
| Volatility modeling and prediction: the role of price impact Y Jiang, Y Cao, X Liu, J Zhai Quantitative Finance 19 (12), 2015-2031, 2019 | 10 | 2019 |
| Volatility and spillover effects of Yen interventions G Chortareas, Y Jiang, JC Nankervis Review of International Economics 21 (4), 671-689, 2013 | 9 | 2013 |
| Investor attention, aggregate limit-hits, and stock returns H Cai, Y Jiang, X Liu International Review of Financial Analysis 83, 102265, 2022 | 7 | 2022 |
| Do intraday data contain more information for volatility forecasting? Evidence from the Chinese commodity futures market Y Jiang, X Liu, W Ye Applied Economics Letters 22 (3), 218-222, 2015 | 7 | 2015 |
| The impact of mandatory IFRS adoption on accrual anomaly and earning conservatism Q Chen, Y Jiang Brunel University, 2012 | 7 | 2012 |
| Controlled currency regime and pricing of exchange rate risk: Evidence from China X Hua, W Huang, Y Jiang Journal of Accounting, Auditing & Finance 37 (1), 39-76, 2022 | 6 | 2022 |
| The impact of US macroeconomic news announcements on Chinese commodity futures H Cai, S Ahmed, Y Jiang, X Liu Quantitative Finance 20 (12), 1927-1966, 2020 | 5 | 2020 |
| Market States and Contrarian strategy: Evidence from Chinese stock market O Chen, Y Jiang, Y Li Working Paper, June, 2010 | 4 | 2010 |
| Bank of Japan interventions and the volatility of the dollar/yen exchange rate G Chortareas, Y Jiang Credit and Capital Markets–Kredit und Kapital, 25-36, 2017 | 3 | 2017 |
| Forecasting Exchange Rate Volatility at High Frequency Data: Is the Euro Different? GE Chortareas, JC Nankervis, Y Jiang Available at SSRN 969565, 2007 | 3 | 2007 |
