| The adaptive market hypothesis in the high frequency cryptocurrency market J Chu, Y Zhang, S Chan International Review of Financial Analysis 64, 221-231, 2019 | 117 | 2019 |
| Stylised facts for high frequency cryptocurrency data Y Zhang, S Chan, J Chu, S Nadarajah Physica A: Statistical Mechanics and Its Applications 513, 598-612, 2019 | 62 | 2019 |
| A review of backtesting for value at risk Y Zhang, S Nadarajah Communications in Statistics-Theory and methods 47 (15), 3616-3639, 2018 | 59 | 2018 |
| High frequency momentum trading with cryptocurrencies J Chu, S Chan, Y Zhang Research in international business and finance 52, 101176, 2020 | 42 | 2020 |
| On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market Y Zhang, S Chan, J Chu, H Sulieman Journal of Risk and Financial Management 13 (1), 8, 2020 | 38 | 2020 |
| An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies S Chan, J Chu, Y Zhang, S Nadarajah Research in International Business and Finance 59, 101541, 2022 | 34 | 2022 |
| Count regression models for COVID-19 S Chan, J Chu, Y Zhang, S Nadarajah Physica A: Statistical Mechanics and its Applications 563, 125460, 2021 | 32 | 2021 |
| Blockchain and cryptocurrencies S Chan, J Chu, Y Zhang, S Nadarajah Journal of Risk and Financial Management 13 (10), 227, 2020 | 26 | 2020 |
| Bitcoin versus high-performance technology stocks in diversifying against global stock market indices J Chu, S Chan, Y Zhang Physica A: Statistical Mechanics and its Applications 580, 126161, 2021 | 18 | 2021 |
| The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum and its financial risk Y Zhang, J Chu, S Chan, B Chan Physica A: Statistical Mechanics and its Applications 526, 120900, 2019 | 17 | 2019 |
| On sums of independent generalized Pareto random variables with applications to insurance and CAT bonds S Nadarajah, Y Zhang, TK Pogány Probability in the engineering and informational sciences 32 (2), 296-305, 2018 | 14 | 2018 |
| Extreme value analysis of high‐frequency cryptocurrencies Y Zhang, S Chan, S Nadarajah High Frequency 2 (1), 61-69, 2019 | 13 | 2019 |
| Wrapped: An R package for circular data S Nadarajah, Y Zhang Plos one 12 (12), e0188512, 2017 | 13 | 2017 |
| An analysis of the return–volume relationship in decentralised finance (DeFi) J Chu, S Chan, Y Zhang International Review of Economics & Finance 85, 236-254, 2023 | 8 | 2023 |
| The adaptive market hypothesis of Decentralized finance (DeFi) Y Zhang, S Chan, J Chu, S Shih Applied Economics 55 (42), 4975-4989, 2023 | 5 | 2023 |
| A note on the transmuted inverse Weibull distribution S Nadarajah, Y Zhang Thailand Statistician 18 (1), 90-94, 2020 | 3 | 2020 |
| An investigation of effective factors on children’s growth failure in Iran using multilevel models A Azarbar, Y Zhang, S Nadarajah Quality & Quantity 53, 553-560, 2019 | 3 | 2019 |
| Flexible heavy tailed distributions for big data Y Zhang, S Nadarajah Annals of Data Science 4 (3), 421-432, 2017 | 3 | 2017 |
| Blockchain and Cryptocurrencies S Nadarajah, S Chan, J Chu, Y Zhang MDPI-Multidisciplinary Digital Publishing Institute, 2021 | 2 | 2021 |
| Discrete analogues of continuous multivariate probability distributions M Wiegand, S Nadarajah, Y Zhang Annals of Operations Research, 1-8, 2020 | 2 | 2020 |
Stephen ChanAssociate Professor, American University of Sharjah, Department of Mathematics and StatisticsDirección de correo verificada de aus.edu
