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/

  • University of South Carolina - Darla Moore School of Business

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 19,882

in Total Papers Citations

55

CROSSREF CITATIONS

10

Scholarly Papers (7)

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1.

Cross-Sectional Expected Returns: New Fama-MacBeth Regressions in the Era of Machine Learning

Number of pages: 57 Posted: 13 Jun 2018 Last Revised: 30 Apr 2023
Yufeng Han, Ai He, David Rapach and Guofu Zhou
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 3,362 (6,629)
Citation 41

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Penalized regression, Forecast combination, Forecast Encompassing, Random features, Characteristic payoffs, Cross-sectional out-of-sample R-squared statistic

2.

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

Downloads 2,369 (11,508)
Citation 9

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

European Corporate Governance Institute – Finance Working Paper No. 889/2023
Number of pages: 74 Posted: 15 Oct 2020 Last Revised: 21 Jul 2023
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, University of Virginia, Darden School and University of Georgia - Department of Banking and Finance
Downloads 2,093 (13,824)

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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
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, University of Virginia, Darden School and University of Georgia - Department of Banking and Finance
Downloads 276 (202,141)
Citation 8

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Banks, Climate change, Loan pricing, Natural disasters

3.

Shrinking Factor Dimension: A Reduced-Rank Approach

Number of pages: 48 Posted: 23 Jul 2018 Last Revised: 21 Mar 2022
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 - John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1,899 (16,319)
Citation 11

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

4.

Diagnostics for Asset Pricing Models

Number of pages: 75 Posted: 22 Mar 2018 Last Revised: 12 Aug 2023
Ai He and Guofu Zhou
University of South Carolina - Darla Moore School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,613 (21,809)
Citation 1

Abstract:

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

5.

Propagation of Climate Disasters Through Ownership Networks

European Corporate Governance Institute – Finance Working Paper No. 941/2023
Number of pages: 84 Posted: 04 Dec 2023 Last Revised: 02 Apr 2024
Matthew Gustafson, Ai He, Ugur Lel and Zhongling Qin
Pennsylvania State University - Smeal College of Business, University of South Carolina - Darla Moore School of Business, University of Georgia - Department of Banking and Finance and Auburn University - Department of Finance
Downloads 457 (116,791)

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common ownership, climate change, corporate ESG, CO2 emissions

6.

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 150 (355,792)

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Shadow Banking, Financial Crisis, Reciprocity, Money Market Funds

7.

Climate Change Shocks and Financial Constraints

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018 Last Revised: 15 Nov 2023
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