Hui-Ching Chuang

Yuan Ze University - College of Management

135, Yuan-Tung Rd.

Taoyuan, 320

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

600

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  Financial Econometrics  ”

Scholarly Papers (5)

1.

Double Machine Learning with Gradient Boosting and its Application to the Big N Audit Quality Effect

USC-INET Research Paper No. 19-05
Number of pages: 35 Posted: 12 Mar 2019 Last Revised: 16 Mar 2020
Jui-Chung Yang, Hui-Ching Chuang and Chung-Ming Kuan
Department of Economics, National Tsing Hua University, Yuan Ze University - College of Management and Department of Finance, National Taiwan University
Downloads 324 (160,992)
Citation 4

Abstract:

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Audit Quality, Average Treatment Effect, Big N Effect, Double Machine Learning, Gradient Boosting, Performance-Matched Discretionary Accruals

2.

Systematic and Discretionary Hedge Funds: Classification and Performance Comparison

Number of pages: 31 Posted: 27 Sep 2021 Last Revised: 04 Jan 2022
Hui-Ching Chuang and Chung‐Ming Kuan
Yuan Ze University - College of Management and National Taiwan University
Downloads 102 (443,877)

Abstract:

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False discovery rate, Random forest, Statistical learning, Textual analysis

3.

The Effect of Language on Investing: Evidence from Searches in Chinese Versus English

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 70 Posted: 11 Jul 2019 Last Revised: 27 Apr 2021
Yuan Ze University - College of Management, Fordham University, Fuzhou University of International Studies and Trade and National Yang Ming Chiao Tung University
Downloads 95 (465,444)

Abstract:

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investor attention, local advantage, return prediction, earning surprise, information asymmetry

4.

Assessing Risk Spillovers with (Lasso) VAR for Expectile

Number of pages: 34 Posted: 30 Nov 2020
Hui-Ching Chuang, O-Chia Chuang, Zaichao Du and Zhenhong Huang
Yuan Ze University - College of Management, Wuhan University, Fudan and affiliation not provided to SSRN
Downloads 69 (691,310)

Abstract:

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risk spillover, VAR for expectile, Lasso, network analysis, forecast evaluation

5.

Revamping Firm Fixed Effects Models with Machine Learning - New Evidence from Recovering the Missing R&D-Patent Relation

Number of pages: 73 Posted: 30 Nov 2023
Yuan Ze University - College of Management, National Tsing Hua University - Department of Quantitative Finance, National Taiwan University and Department of Economics, National Taiwan University, Taiwan
Downloads 10

Abstract:

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LASSO, double machine learning, sparse modelling, within estimator, unobserved heterogeneity