Aditya Chaudhry

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

High-Frequency Expectations from Asset Prices: A Machine Learning Approach

Number of pages: 65 Posted: 06 Nov 2020 Last Revised: 28 Mar 2022
Aditya Chaudhry and Sangmin Oh
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 725 (53,926)

Abstract:

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Growth Expectations, Machine Learning, Reinforcement Learning, Federal Reserve, Forecasts, Survey

2.

Do Subjective Growth Expectations Matter for Asset Prices?

Number of pages: 147 Posted: 17 Sep 2022 Last Revised: 08 Dec 2022
Aditya Chaudhry
University of Chicago - Booth School of Business
Downloads 619 (66,771)

Abstract:

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Subjective Beliefs, Asset Demand, High-Frequency Identification, Machine Learning

3.

The Causal Impact of Macroeconomic Uncertainty on Expected Returns

Number of pages: 100 Posted: 02 Dec 2020 Last Revised: 05 Jan 2022
Aditya Chaudhry
University of Chicago - Booth School of Business
Downloads 471 (93,351)

Abstract:

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Macroeconomic Uncertainty, Asset Pricing, High-Frequency Identification