| Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity J Huang, W Zhu, X Ruan Journal of Computational and Applied Mathematics 263, 152-159, 2014 | 42 | 2014 |
| Investor attention and market microstructure X Ruan, JE Zhang Economics Letters 149, 125-130, 2016 | 30 | 2016 |
| Volatility-of-volatility and the cross-section of option returns X Ruan Journal of Financial Markets 48, 100492, 2020 | 29 | 2020 |
| Risk-neutral moments in the crude oil market X Ruan, JE Zhang Energy Economics 72, 583-600, 2018 | 29 | 2018 |
| Left-tail risk in China F Zhen, X Ruan, JE Zhang Pacific-Basin Finance Journal 63, 101391, 2020 | 24 | 2020 |
| Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices J Cao, X Ruan, W Zhang Journal of Futures Markets 40 (6), 945-973, 2020 | 17 | 2020 |
| Equilibrium variance risk premium in a cost-free production economy X Ruan, JE Zhang Journal of Economic Dynamics and Control 96, 42-60, 2018 | 16 | 2018 |
| Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums X Ruan, W Zhu, J Huang, JE Zhang Economic Modelling 54, 326-338, 2016 | 14 | 2016 |
| The implied volatility smirk of commodity options X Jia, X Ruan, JE Zhang Journal of Futures Markets 41 (1), 72-104, 2021 | 13 | 2021 |
| National air pollution and the cross-section of stock returns in China S Kirk-Reeve, SA Gehricke, X Ruan, JE Zhang Journal of Behavioral and Experimental Finance 32, 100572, 2021 | 11 | 2021 |
| Pricing VIX derivatives with infinite‐activity jumps J Cao, X Ruan, S Su, W Zhang Journal of Futures Markets 40 (3), 329-354, 2020 | 11 | 2020 |
| Doing well while doing good: ESG ratings and corporate bond returns SA Gehricke, X Ruan, JE Zhang Applied Economics 56 (16), 1916-1934, 2024 | 9 | 2024 |
| VIX option‐implied volatility slope and VIX futures returns J Yoon, X Ruan, JE Zhang Journal of Futures Markets 42 (6), 1002-1038, 2022 | 9 | 2022 |
| Ambiguity on uncertainty and the equity premium X Ruan, JE Zhang Finance Research Letters 38, 101429, 2021 | 9 | 2021 |
| Can the relative price ratio of gold to platinum predict the Chinese stock market? X Han, X Ruan, Y Tan Pacific-Basin Finance Journal 62, 101379, 2020 | 9 | 2020 |
| The COVID‐19 risk in the Chinese option market J Li, X Ruan, SA Gehricke, JE Zhang International Review of Finance, 2022 | 8 | 2022 |
| The implied volatility smirk in SPY options W Guo, SA Gehricke, X Ruan, JE Zhang Applied Economics 53 (23), 2671-2692, 2021 | 7 | 2021 |
| Moment spreads in the energy market X Ruan, JE Zhang Energy Economics 81, 598-609, 2019 | 7 | 2019 |
| Exponential stability of stochastic differential equation with mixed delay W Zhu, J Huang, X Ruan, Z Zhao Journal of Applied Mathematics 2014, 2014 | 7 | 2014 |
| Optimal portfolio and consumption with habit formation in a jump diffusion market X Ruan, W Zhu, J Hu, J Huang Applied Mathematics and Computation 222, 391-401, 2013 | 7 | 2013 |
Jin E. ZhangUniversity of OtagoVerified email at otago.ac.nz
