Industrial Electricity Usage and Stock ReturnsZhi DaDayong HuangHayong YunJournal of Financial and Quantitative Analysis522017
Lottery Tax Windfalls, State-Level Fiscal Policy, and ConsumptionZhi DaHayong YunMitch WarachkaEconomics Letters1292015
The Sum of All FEARS: Investor Sentiment and Asset PricesZhi DaJoey EngelbergPengjie GaoReview of Financial Studies282015
Sum of All FEARS: investor sentiment and asset pricesZhi DaJoseph EngelbergPengjie GaoReview of Financial Studies2014
A Closer Look at the Short-Term Return ReversalZhi DaQianqiu LiuErnst SchaumburgManagement Science6032014
Frog in the Pan: Continuous Information and MomentumZhi DaUmit GurunMitch WarachkaReview of Financial Studies2772014