Xu Guo

State University of New York at Buffalo

Amherst, NY 14260

United States

SCHOLARLY PAPERS

2

DOWNLOADS

876

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Extracting Information from the Corporate Yield Curve: A Machine Learning Approach

Number of pages: 58 Posted: 21 Nov 2016 Last Revised: 30 Mar 2020
State University of New York at Buffalo, Victoria University of Wellington - School of Economics & Finance, SUNY at Buffalo - School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 611 (47,445)
Citation 3

Abstract:

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Yield signals; moving averages; cross-sectional predictability; machine learning; corporate bond returns

2.

Investor Sentiment and the Cross-Section of Corporate Bond Returns

Number of pages: 54 Posted: 18 Aug 2018 Last Revised: 23 Sep 2019
State University of New York at Buffalo, Victoria University of Wellington - School of Economics & Finance, SUNY at Buffalo - School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 265 (126,476)

Abstract:

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Sentiment; Residuals; Risk Factors; Cross-Section; Bond Returns