Xun Zhong

Fordham University - Finance Area

45 Columbus Avenue, Room 620

New York, NY 10023

United States

SCHOLARLY PAPERS

2

DOWNLOADS

482

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Information Aggregation and P-hacking

Fox School of Business Research Paper No. 17-004
Number of pages: 55 Posted: 20 Dec 2016 Last Revised: 29 Aug 2018
Oleg Rytchkov and Xun Zhong
Temple University - Department of Finance and Fordham University - Finance Area
Downloads 367 (91,493)
Citation 1

Abstract:

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predictability of returns, p-hacking, forecast combination, 3PRF, PLS

2.

Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis

Number of pages: 49 Posted: 17 Jan 2020
Oleg Rytchkov and Xun Zhong
Temple University - Department of Finance and Fordham University - Finance Area
Downloads 115 (270,136)

Abstract:

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asset pricing, stochastic discount factor, machine learning, elastic net, macroeconomic shocks