Jiang, Jingwen, Bryan Kelly, and Dacheng Xiu. 2023. (Re-)Imag(in)ing Price Trends. Journal of Finance , 78.
Andersen, Torben G., Robert Taylor, Allan Timmermann, and Dacheng Xiu. 2023. Predictive modeling of financial data. Journal of Econometrics , 237.
Naudts, Jan, and Jun Zhang. 2023. Legendre duality: from thermodynamics to information geometry. Information Geometry , 7.
Jegadeesh, Narasimhan, and Sheridan Titman. 2023. Momentum: Evidence and insights 30 years later. Pacific Basin Finance Journal , 82.
He, Ai, and Guofu Zhou. 2023. Diagnostics for asset pricing models. Financial Management , 52.
Huang, Dashan, Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou. 2023. Are bond returns predictable with real-time macro data?. Journal of Econometrics , 237.
Itoh, Ryo, and Anming Zhang. 2023. Shipping alliances under an unexpected shock: Effects on market volatility and social welfare. Transportation Research Part A: Policy and Practice , 178.
许多奇. 2023. 论系统性金融风险的监管失灵与税法规制. 政法论丛 .
Fulmer, Sarah, April Knill, and Xiaoyun Yu. 2023. Negation of Sanctions: The Personal Effect of Political Contributions. Journal of Financial and Quantitative Analysis , 58.
Kelly, Bryan, and Dacheng Xiu. 2023. Financial Machine Learning. Foundations and Trends in Finance , 13.
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