Ai He

University of South Carolina - Darla Moore School of Business

Assistant Professor of Finance

1014 Greene Street

Columbia, SC 29208

United States

http://www.aihefinance.com/

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 11,463

in Total Papers Downloads

6,025

SSRN CITATIONS
Rank 22,654

SSRN RANKINGS

Top 22,654

in Total Papers Citations

31

CROSSREF CITATIONS

12

Scholarly Papers (6)

1.

Expected Stock Returns and Firm Characteristics: E-LASSO, Assessment, and Implications

Number of pages: 68 Posted: 13 Jun 2018 Last Revised: 11 Sep 2021
University of North Carolina (UNC) at Charlotte - Finance, University of South Carolina - Darla Moore School of Business, Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 2,340 (8,700)
Citation 41

Abstract:

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Cross-sectional expected stock returns, Characteristic premia, Shrinkage, LASSO, Forecast combination, Forecast encompassing

2.

Shrinking Factor Dimension: A Reduced-Rank Approach

Number of pages: 48 Posted: 23 Jul 2018 Last Revised: 21 Mar 2022
University of South Carolina - Darla Moore School of Business, Singapore Management University - Lee Kong Chian School of Business, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads 1,477 (18,115)
Citation 7

Abstract:

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reduced rank, PCA, PLS, factors, factor model, cross section

The Rising Tide Lifts Some Interest Rates: Climate Change, Natural Disasters and Loan Pricing

Number of pages: 80 Posted: 15 Oct 2020 Last Revised: 03 Jul 2022
Board of Governors of the Federal Reserve System, University of South Carolina - Darla Moore School of Business, Emory University - Goizueta Business School and University of Georgia - Department of Banking and Finance
Downloads 1,072 (28,655)

Abstract:

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Banks, climate change, loan pricing, natural disasters

The Rising Tide Lifts Some Interest Rates: Climate Change, Natural Disasters, and Loan Pricing

International Finance Discussion Paper No. 1345
Number of pages: 56 Posted: 13 Jul 2022
Board of Governors of the Federal Reserve System, University of South Carolina - Darla Moore School of Business, Emory University - Goizueta Business School and University of Georgia - Department of Banking and Finance
Downloads 36 (607,090)

Abstract:

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Banks, Climate change, Loan pricing, Natural disasters

4.

Testing Asset Pricing Models Using Pricing Error Information

Number of pages: 46 Posted: 22 Mar 2018 Last Revised: 14 Jun 2022
University of South Carolina - Darla Moore School of Business, Washington University in St. Louis - John M. Olin Business School, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,007 (31,852)
Citation 1

Abstract:

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Asset pricing tests, factor models, machine learning, pricing errors

5.

Reciprocity in Shadow Bank Lending: Evidence from the Cross-Holding Relation in Money Market Funds

Number of pages: 59 Posted: 25 Aug 2016 Last Revised: 07 Oct 2021
Ai He
University of South Carolina - Darla Moore School of Business
Downloads 93 (378,987)

Abstract:

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Shadow Banking, Financial Crisis, Reciprocity, Money Market Funds

6.

Exogenous Shocks and Real Effects of Financial Constraints: Loan- and Firm-Level Evidence around Natural Disasters

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018 Last Revised: 06 May 2019
Ai He
University of South Carolina - Darla Moore School of Business

Abstract:

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Propagation, Relationship Lending, Idiosyncratic Shocks, Lending-Borrowing Network, Credit Market