The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability G Calice, M Zeng International Journal of Finance & Economics 26 (1), 445-458, 2021 | 24 | 2021 |
Expectation-driven term structure of equity and bond yields M Zeng, G Zhao Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022 | 7 | 2022 |
Understanding US firm efficiency and its asset pricing implications G Calice, L Kutlu, M Zeng Empirical Economics 60 (2), 803-827, 2021 | 6 | 2021 |
On the driving forces of real exchange rates: Is the Japanese Yen different? P Maio, M Zeng Journal of Empirical Finance 74, 101423, 2023 | 3 | 2023 |
Presidential Cycles in PEAD L Wang, M Zeng Available at SSRN, 2024 | 1 | 2024 |
Analysts Are Good at Ranking Stocks A Farago, E Hjalmarsson, M Zeng Analysts Are Good at Ranking Stocks: Farago, Adam| uHjalmarsson, Erik| uZeng …, 2023 | 1 | 2023 |
Political sentiment and MAX effect S Huang, M Zeng The North American Journal of Economics and Finance 62, 101760, 2022 | 1 | 2022 |
Term Structure of Equity and Bond Yields over Business Cycles M Zeng, G Zhao Working paper, 2020 | 1 | 2020 |
Currency Carry, Momentum, and Global Interest Rate Uncertainty M Zeng SSRN, 2019 | 1 | 2019 |
Inflation Risk, Ambiguity, and the Cross-Section of Stock Returns M Zeng, G Zhao Ambiguity, and the Cross-Section of Stock Returns (September 9, 2023), 2023 | | 2023 |
Currency Carry, Momentum, and Global Interest Rate Volatility M Zeng Journal of Financial and Quantitative Analysis, 1-35, 2019 | | 2019 |
US Monetary Policy Uncertainty and Currency Risk Premia M Zeng | | 2018 |
Three essays on empirical asset pricing.(2018). 1-193. Dissertations and Theses Collection (Open Access) M ZENG Exchange 3 (4), 5, 2018 | | 2018 |
Three essays on empirical asset pricing Q Deng University of Illinois at Urbana-Champaign, 2008 | | 2008 |