Author Page for Ai He

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

Number of pages: 68 Posted: 13 Jun 2018 Last Revised: 11 Sep 2021

Yufeng Han, Ai He, David Rapach, David Rapach and Guofu Zhou

University of North Carolina (UNC) at Charlotte - Finance, University of South Carolina - Darla Moore School of Business, Washington University in St. LouisSaint Louis University and Washington University in St. Louis - John M. Olin Business School

Downloads 1,867 (11,053)

Citation 41

Abstract:

2.

Shrinking Factor Dimension: A Reduced-Rank Approach

Number of pages: 62 Posted: 23 Jul 2018 Last Revised: 17 Jun 2021

Ai He, Dashan Huang, Jiaen Li and Guofu Zhou

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 1,042 (26,839)

Citation 6

Abstract:

3.

Tests of Asset Pricing Models with A Large Number of Assets

Number of pages: 55 Posted: 22 Mar 2018 Last Revised: 20 Jul 2021

Ai He, Dashan Huang, Ming Yuan and Guofu Zhou

University of South Carolina - Darla Moore School of Business, Singapore Management University - Lee Kong Chian School of Business, Columbia University and Washington University in St. Louis - John M. Olin Business School

Downloads 729 (44,247)

Citation 1

Abstract:

4.

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

Number of pages: 61 Posted: 15 Oct 2020 Last Revised: 27 Oct 2021

Ricardo Correa, Ai He, Christoph Herpfer and Ugur Lel

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 508 (70,585)

Abstract:

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 73 (398,872)

Abstract:

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

Ai He

University of South Carolina - Darla Moore School of Business

Assistant Professor of Finance

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Scholarly Papers (6)

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

Abstract:

Shrinking Factor Dimension: A Reduced-Rank Approach

Abstract:

Tests of Asset Pricing Models with A Large Number of Assets

Abstract:

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

Abstract:

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

Abstract:

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

Abstract: