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Ai-ru (Meg) Cheng
Ai-ru (Meg) Cheng
Associate Professor of Economics, Northern Illinois University
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Cited by
Cited by
Year
An empirical investigation of stock market behavior in the Middle East and North Africa
AR Cheng, MR Jahan-Parvar, P Rothman
Journal of Empirical Finance 17 (3), 413-427, 2010
1072010
Robust Bayesian portfolio choices
EW Anderson, AR Cheng
The Review of Financial Studies 29 (5), 1330-1375, 2016
342016
Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility
K Das, T Shimatani
Journal of Asian Economics 28, 87-98, 2013
242013
Risk–return trade-off in the pacific basin equity markets
AR Cheng, MR Jahan-Parvar
Emerging Markets Review 18, 123-140, 2014
152014
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
AR Gallant, C Ji, BS Lee
Journal of econometrics 146 (1), 44-58, 2008
72008
Oil Prices and Competitiveness: Evidence from a Group of Oil Producing Countries
M Jahan-Parvar
Working Paper, 2006
32006
Return, Trading Volume, and Market Depth in Currency Futures Markets
AM Cheng, YW Cheung
HKIMR Working Paper, 2008
12008
Macroeconomic variables, pricing kernels and expected default-free and defaultable bond returns
AM Cheng, Y Kitsul
Pricing Kernels and Expected Default-Free and Defaultable Bond Returns, 2008
12008
Portfolio Choices with Many Big Models
E Anderson, A Cheng
Management Science 68 (1), 690-715, 2022
2022
Robust Bayesian Portfolios
E Anderson, A Cheng
Review of Financial Studies, 2016
2016
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