| The conditional CAPM and the cross‐section of expected returns R Jagannathan, Z Wang The Journal of finance 51 (1), 3-53, 1996 | 3346 | 1996 |
| An asymptotic theory for estimating beta‐pricing models using cross‐sectional regression R Jagannathan, Z Wang The Journal of Finance 53 (4), 1285-1309, 1998 | 438 | 1998 |
| The effect of the term auction facility on the London interbank offered rate J McAndrews, A Sarkar, Z Wang Journal of Banking & Finance 83, 135-152, 2017 | 412 | 2017 |
| Diversification benefits of emerging markets subject to portfolio constraints K Li, A Sarkar, Z Wang Journal of Empirical Finance 10 (1-2), 57-80, 2003 | 308 | 2003 |
| On the design of contingent capital with a market trigger S Sundaresan, Z Wang The Journal of Finance 70 (2), 881-920, 2015 | 278 | 2015 |
| The CAPM is alive and well R Jagannathan, Z Wang Staff Report, 1993 | 197 | 1993 |
| Empirical evaluation of asset‐pricing models: a comparison of the SDF and beta methods R Jagannathan, Z Wang The Journal of Finance 57 (5), 2337-2367, 2002 | 195 | 2002 |
| A shrinkage approach to model uncertainty and asset allocation Z Wang Review of Financial Studies, 673-705, 2005 | 148 | 2005 |
| Generalized methods of moments: Applications in finance R Jagannathan, G Skoulakis, Z Wang Journal of Business & Economic Statistics 20 (4), 470-481, 2002 | 135 | 2002 |
| Efficiency loss and constraints on portfolio holdings Z Wang Journal of Financial Economics 48 (3), 359-375, 1998 | 94 | 1998 |
| The analysis of the cross-section of security returns R Jagannathan, G Skoulakis, Z Wang Handbook of financial econometrics: Applications, 73-134, 2010 | 75 | 2010 |
| Bank liability structure S Sundaresan, Z Wang Available at SSRN, 2014 | 71 | 2014 |
| Design of contingent capital with a stock price trigger for mandatory conversion S Sundaresan, Z Wang Staff Report, 2010 | 60 | 2010 |
| Valuing the Treasury's capital assistance program P Glasserman, Z Wang Management Science 57 (7), 1195-1211, 2011 | 50 | 2011 |
| Formulating the imputed cost of equity capital for priced services at Federal reserve Banks EJ Green, JA Lopez, Z Wang Economic Policy Review 9 (3), 2003 | 40 | 2003 |
| The effects of tax on bank liability structure L Gambacorta, G Ricotti, SM Sundaresan, Z Wang BIS Working Paper, 2017 | 38 | 2017 |
| Y2K options and the liquidity premium in Treasury markets S Sundaresan, Z Wang The Review of Financial Studies 22 (3), 1021-1056, 2009 | 35 | 2009 |
| Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims Z Wang, X Zhang Journal of Empirical Finance 19 (1), 65-78, 2012 | 30 | 2012 |
| A note on the asymptotic covariance in Fama-MacBeth regression R Jagannathan, Z Wang The Journal of Finance 53 (2), 799-801, 1998 | 25 | 1998 |
| Design of contingent capital with stock price trigger for conversion S Sundaresan, Z Wang Working paper, 2010 | 24 | 2010 |
