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Test assets and weak factors
Giglio, Stefano; Xiu, Dacheng; Zhang, Dake - In: The journal of finance : the journal of the American … 80 (2025) 1, pp. 259-319
Persistent link: https://www.econbiz.de/10015399767
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(Re-)imag(in)ing price trends
Jiang, Jingwen; Kelly, Bryan T.; Xiu, Dacheng - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3193-3249
Persistent link: https://www.econbiz.de/10014437694
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Business news and business cycles
Bybee, Leland; Kelly, Bryan T.; Manela, Asaf; Xiu, Dacheng - In: The journal of finance : the journal of the American … 79 (2024) 5, pp. 3105-3147
Persistent link: https://www.econbiz.de/10015120829
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Nonstandard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - In: The journal of finance : the journal of the American … 79 (2024) 3, pp. 2339-2390
Persistent link: https://www.econbiz.de/10015117945