Dacheng Xiu

University of Chicago · National Bureau of Economic Research · Washington University in St. Louis · Boston University · University of British Columbia

10本站收录论文

4,261这些论文的被引

9本站 h 指数

12合作者

作者编号 A5050253426 · ORCID 0000-0002-2250-0861。统计只算本站收录的论文。

发表的论文10 篇，按出版时间

1
Continuous-Time Fama-MacBeth RegressionsReview of Financial Studies20252
2
Test Assets and Weak FactorsJournal of Finance202445
3
Business News and Business CyclesJournal of Finance2024184
4
(Re‐)Imag(in)ing Price TrendsJournal of Finance2023162
5
Asset Pricing with Omitted FactorsJournal of Political Economy2021355
6
Empirical Asset Pricing via Machine LearningReview of Financial Studies20202,487
7
Taming the Factor Zoo: A Test of New FactorsJournal of Finance2020738
8
Thousands of Alpha TestsReview of Financial Studies2018142
9
When Moving-Average Models Meet High-Frequency Data: Uniform Inference on VolatilityEconometrica201766
10
Generalized Method of Integrated Moments for High-Frequency DataEconometrica201680

按月发文

逐年被引

合作者

Stefano Giglio4 篇 Bryan Kelly3 篇 Asaf Manela1 篇 Guanhao Feng1 篇 Dake Zhang1 篇 Leland Bybee1 篇 Yacine Aı̈t-Sahalia1 篇 Jingwen Jiang1 篇 Jean Jacod1 篇 Shihao Gu1 篇 Yuan Liao1 篇 Rui Da1 篇

研究主题和期刊

金融风险与机器学习5 Journal of Finance4 Review of Financial Studies3 Econometrica2 Journal of Political Economy1