422 Siming Nan Road
Xiamen, Fujian 361005
China
Xiamen University - School of Economics
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Investor Attention, Stock Return Predictability, Partial Least Square (PLS), Principal Component Analysis (PCA), Out-of-sample Forecast
LLMs, ChatGPT, DeepSeek, Textual Analysis, Return Predictability
Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation
Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market
Rare Disaster, International Stock Markets, Global Disaster, Discount Rate Channel, Partial Least Square
Implied Volatility, Option Bid Price, Option Ask Price, Stock Return Predictability
Labor flows, Hiring rate, Investor underreaction, Limited attention, Return predictability
JEL classifications: G12, G14 Global Factor Models, Machine Learning, International Asset Pricing, Anomalies
Return Predictability, International Stock Markets, Skewness, Market Crash
Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock
Mean-variance-skewness, Asset allocation, Realized skewness, Skewness forecasting
Volatility Forecasting, U.S. Economic Variables, Out-of-sample Forecasting, Combination Forecast, Chinese Stock Market
Macro Tail Risk, Return Predictability, Out-of-sample, Partial Least Squares (PLS)
Macro Tail Risk, Return Predictability, Out-Of-Sample, Partial Least Squares (PLS)
Recursive utility, Fanning effect, Jump risk, Option smirk
Chinese Stock Market, Asset Allocation, Return Predictability, Combination Forecast
