| Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty R Gupta, J Ma, M Risse, ME Wohar Journal of Macroeconomics 57, 317-337, 2018 | 104 | 2018 |
| The contribution of economic fundamentals to movements in exchange rates NS Balke, J Ma, ME Wohar Journal of International Economics 90 (1), 1-16, 2013 | 79 | 2013 |
| Understanding housing market volatility J Fairchild, J Ma, S Wu Journal of Money, Credit and Banking 47 (7), 1309-1337, 2015 | 63 | 2015 |
| Spurious inference in the GARCH (1, 1) model when it is weakly identified J Ma, CR Nelson, R Startz Studies in Nonlinear Dynamics & Econometrics 11 (1), 2007 | 48 | 2007 |
| The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model V Bhatt, NK Kishor, J Ma Journal of Economic Dynamics and Control 82, 206-222, 2017 | 44 | 2017 |
| A dynamic Nelson-Siegel yield curve model with Markov switching J Levant, J Ma Economic Modelling 67, 73-87, 2017 | 34 | 2017 |
| Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations KJ Lansing, J Ma Journal of International Money and Finance 70, 62-87, 2017 | 24 | 2017 |
| Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? KJ Lansing, SF LeRoy, J Ma Journal of Economic Behavior & Organization 197, 50-72, 2022 | 23 | 2022 |
| Portfolio reallocation and exchange rate dynamics L Ding, J Ma Journal of Banking & Finance 37 (8), 3100-3124, 2013 | 22 | 2013 |
| Long‐Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework J Ma Journal of Money, Credit and Banking 45 (1), 121-145, 2013 | 22* | 2013 |
| The superiority of the LM test in a class of models where the Wald test performs poorly; including nonlinear regression, ARMA, GARCH, and unobserved components J Ma, CR Nelson University of Washington and University of Alabama Working paper, 2012 | 22* | 2012 |
| What’s Different about Bank Holding Companies? MR Chami, MTF Cosimano, J Ma, MC Rochon International Monetary Fund, 2017 | 19* | 2017 |
| Expected returns and expected dividend growth: Time to rethink an established empirical literature J Ma, ME Wohar Applied Economics 46 (21), 2462-2476, 2014 | 18* | 2014 |
| Sources of the stock price fluctuations in Chinese equity market Z Su, J Ma, ME Wohar The Chinese Capital Markets, 152-169, 2020 | 17 | 2020 |
| What drives commodity returns? Market, sector or idiosyncratic factors? J Ma, A Vivian, ME Wohar Oxford Bulletin of Economics and Statistics 82 (2), 311-330, 2020 | 17 | 2020 |
| Sources of the great moderation: A time-series analysis of GDP subsectors W Enders, J Ma Journal of Economic Dynamics and Control 35 (1), 67-79, 2011 | 16 | 2011 |
| Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models J Levant, J Ma Journal of Empirical Finance 37, 117-127, 2016 | 15 | 2016 |
| The characteristics of" Club Convergence" of China's economic growth and its cause S Kunrong, M Jun Economic Research Journal 1, 33-39, 2002 | 15 | 2002 |
| Dynamic comovement among banks, systemic risk, and the macroeconomy P Kapinos, NK Kishor, J Ma Journal of Banking & Finance 138, 105894, 2022 | 12 | 2022 |
| Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model Y Han, Z Liu, J Ma China Economic Review 63, 101317, 2020 | 11 | 2020 |
Mark WoharUniversity of Nebraska at OmahaVerifisert e-postadresse på unomaha.edu
