| Institutional stock trading on loan market information V Ivashina, Z Sun Journal of financial Economics 100 (2), 284-303, 2011 | 373 | 2011 |
| The road less traveled: Strategy distinctiveness and hedge fund performance Z Sun, A Wang, L Zheng The Review of Financial Studies 25 (1), 96-143, 2012 | 284 | 2012 |
| Institutional demand pressure and the cost of corporate loans V Ivashina, Z Sun Journal of Financial Economics 99 (3), 500-522, 2011 | 277 | 2011 |
| Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market H Jiang, Y Li, Z Sun, A Wang Journal of Financial Economics 143 (1), 277-302, 2022 | 121 | 2022 |
| Dispersion in beliefs among active mutual funds and the cross-section of stock returns H Jiang, Z Sun Journal of Financial Economics 114 (2), 341-365, 2014 | 90 | 2014 |
| Home bias and local contagion: Evidence from funds of hedge funds C Sialm, Z Sun, L Zheng The Review of financial studies 33 (10), 4771-4810, 2020 | 89* | 2020 |
| Weighted elastic net penalized mean-variance portfolio design and computation M Ho, Z Sun, J Xin SIAM Journal on Financial Mathematics 6 (1), 1220-1244, 2015 | 68 | 2015 |
| Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions Z Sun, A Wang, L Zheng http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2249033, 2015 | 54* | 2015 |
| When is noise not noise–a microstructure estimate of realized volatility E Engle, Z Sun | 52 | 2007 |
| Reaching for dividends H Jiang, Z Sun Journal of Monetary Economics 115, 321-338, 2020 | 39* | 2020 |
| News and corporate bond liquidity H Jiang, Z Sun Available at SSRN 2437975, 2015 | 34 | 2015 |
| Do active funds perform better in down markets? New evidence from cross-sectional study Z Sun, A Wang, L Zheng New Evidence from Cross-Sectional Study (September 1, 2009), 2009 | 30 | 2009 |
| Partisan return gap: The polarized stock market in the time of a pandemic J Sheng, Z Sun, W Wang Management Science 70 (8), 5091-5114, 2024 | 21 | 2024 |
| Clustered institutional holdings and stock comovement Z Sun Work, 2008 | 21 | 2008 |
| Home bias and local contagion: evidence from funds of hedge funds C Sialm, Z Sun, L Zheng National Bureau of Economic Research, 2013 | 19 | 2013 |
| Forecasting volatility using tick by tick data RF Engle, Z Sun Forthcoming, 2005 | 17 | 2005 |
| Institutional demand pressure and the cost of leveraged loans V Ivashina, Z Sun Working paper, Harvard Business School, 2008 | 16 | 2008 |
| How fast do investors learn? Asset management investors and Bayesian learning C Schwarz, Z Sun The Review of Financial Studies 36 (6), 2397-2430, 2023 | 9 | 2023 |
| Religious belief and socially responsible investing JJ Bae, Z Sun, L Zheng Available at SSRN 3414530, 2019 | 7 | 2019 |
| Institutional clientele and comovement Z Sun Available at SSRN 1332201, 2015 | 6 | 2015 |
Lu ZhengProfessor of Finance, Paul Merage School of Management, UC IrvineZweryfikowany adres z uci.edu
