Xin He

University of Science and Technology of China (USTC)

96, Jinzhai Road

Hefei, Anhui 230026

China

City University of Hong Kong (CityU)

83 Tat Chee Avenue

Kowloon

Hong Kong

  • University of Science and Technology of China (USTC)

  • City University of Hong Kong (CityU)

SCHOLARLY PAPERS

6

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2,178

TOTAL CITATIONS
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8

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“  www.xinhesean.com Asset Pricing, Machine Learning in Finance  ”

  • University of Science and Technology of China (USTC)

  • City University of Hong Kong (CityU)

Scholarly Papers (6)

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1.

Growing the Efficient Frontier on Panel Trees

Downloads 1,010 (45,846)
Citation 4

Growing the Efficient Frontier on Panel Trees

Journal of Financial Economics, Forthcoming
Number of pages: 73 Posted: 27 Oct 2021 Last Revised: 05 Nov 2024
Lin William Cong, Guanhao Feng, Jingyu He and Xin He
Cornell University - Samuel Curtis Johnson Graduate School of Management, City University of Hong Kong (CityU), City University of Hong Kong (CityU) and University of Science and Technology of China (USTC)
Downloads 973 (47,544)
Citation 2

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Decision Tree, Efficient Frontier, Factors, Interpretable AI, Test Assets

Growing the Efficient Frontier on Panel Trees

NBER Working Paper No. w30805
Number of pages: 77 Posted: 02 Jan 2023 Last Revised: 14 Apr 2023
Lin William Cong, Guanhao Feng, Jingyu He and Xin He
Cornell University - Samuel Curtis Johnson Graduate School of Management, City University of Hong Kong (CityU), City University of Hong Kong (CityU) and University of Science and Technology of China (USTC)
Downloads 37 (884,737)
Citation 2
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2.

Predicting Individual Corporate Bond Returns

Downloads 847 (58,337)
Citation 4

Predicting Individual Corporate Bond Returns

Number of pages: 65 Posted: 30 Jun 2021 Last Revised: 06 Dec 2024
Guanhao Feng, Xin He, Yanchu Wang and Chunchi Wu
City University of Hong Kong (CityU), University of Science and Technology of China (USTC), School of Finance - Shanghai University of Finance and Economics and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 434 (133,878)
Citation 4

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Aggregate Predictors, Bond Characteristics, Forecast-implied Investment Gains, Machine Learning, Time-varying Return Predictability

Predicting Individual Corporate Bond Returns

Number of pages: 52 Posted: 01 Mar 2023
Xin He, Guanhao Feng, Junbo Wang and Chunchi Wu
University of Science and Technology of China (USTC), City University of Hong Kong (CityU), Dept. of Economics and Finance, City Univ. of HK and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 280 (217,809)

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Bond Characteristics, machine learning, Aggregate Predictors, Return predictability, Private Bonds.

Predicting Individual Corporate Bond Returns

Number of pages: 67 Posted: 06 Apr 2024
Guanhao Feng, Xin He, Yanchu Wang and Chunchi Wu
City University of Hong Kong (CityU), University of Science and Technology of China (USTC), School of Finance - Shanghai University of Finance and Economics and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 133 (429,678)

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Aggregate Predictors, Bond Characteristics, Forecast-implied Investment Gains, Machine Learning; Time-varying Return Predictability., Time-varying Return Predictability

3.

Corporate Bond Pricing via Benchmark Combination Model

Number of pages: 63 Posted: 12 Oct 2021 Last Revised: 04 Jan 2023
Xin He, Guanhao Feng, Junbo Wang and Chunchi Wu
University of Science and Technology of China (USTC), City University of Hong Kong (CityU), Dept. of Economics and Finance, City Univ. of HK and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 230 (265,596)

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Characteristic-based benchmark; corporate bond pricing; forecast combination; machine learning; risk premia.

4.

The Risk of Finance Words

Number of pages: 40 Posted: 09 Oct 2024 Last Revised: 23 Oct 2024
Xinbo Chen, Bowen Du and Xin He
Independent, Hunan University - Center for Economics, Finance and Management Studies and University of Science and Technology of China (USTC)
Downloads 71 (649,631)

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Textual Analysis, Option-Implied Volatility, Machine Learning, Risk Management, Information

5.

Firm Engagement in Belt and Road Initiative and the Cross-Section of Stock Returns: Evidence from China

Number of pages: 29 Last Revised: 30 Nov 2024
Xin He, Jinsheng Liao and Xiaojuan Wang
University of Science and Technology of China (USTC), Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and School of Management and Engineering, Nanjing University
Downloads 18

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Belt and Road Initiative, China Market, Stock Return, Textual Analysis

6.

Does the IPO of Competitors Spur Corporate Innovation: Evidence from China

Number of pages: 46
Yihui Chen, Xin He, Zeyi Wu and Zhilin Wu
Hunan University, University of Science and Technology of China (USTC), Hunan University and Changsha University of Science & Technology
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IPO, Peer similarity, Innovation, China market JEL Classification: G30, G31, O30