Dat Mai

MKT MediaStats LLC

Boston, MA

United States

http://www.maiydat.com/

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 22,249

SSRN RANKINGS

Top 22,249

in Total Papers Downloads

4,542

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Ideas:
“  Asset Pricing, Investments, Artificial Intelligence  ”

Scholarly Papers (10)

1.

StockGPT: A GenAI Model for Stock Prediction and Trading

Number of pages: 26 Posted: 19 Apr 2024
Dat Mai
MKT MediaStats LLC
Downloads 747 (67,496)

Abstract:

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generative artificial intelligence, transformer, decoder, stock market, investment, trading, return prediction

Economic Narratives and Market Outcomes: A Semi-Supervised Topic Modeling Approach

Number of pages: 87 Posted: 29 Dec 2021 Last Revised: 18 Jan 2022
Dat Mai and Kuntara Pukthuanthong
MKT MediaStats LLC and University of Missouri, Columbia
Downloads 513 (107,235)
Citation 2

Abstract:

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Narratives, LDA, topic modeling, predictability, textual analysis, history

Economic Narratives and Market Outcomes: A Semi-supervised Topic Modeling Approach

Number of pages: 65 Posted: 09 Aug 2021 Last Revised: 10 May 2023
Dat Mai
MKT MediaStats LLC
Downloads 137 (409,130)

Abstract:

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economic narratives, seeded LDA, topic modeling, market risk premium, market volatility, predictability

War Discourse and the Cross-Section of Expected Stock Returns

Number of pages: 132 Posted: 14 Jun 2023 Last Revised: 03 Apr 2024
University of Southern California - Marshall School of Business - Finance and Business Economics Department, MKT MediaStats LLC and University of Missouri, Columbia
Downloads 593 (89,424)

Abstract:

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War Discourse and Disaster Premia: 160 Years of Evidence from the Stock Market

Review of Financial Studies (forthcoming)
Number of pages: 163 Posted: 18 Feb 2024 Last Revised: 13 Oct 2024
University of Southern California - Marshall School of Business - Finance and Business Economics Department, MKT MediaStats LLC and University of Missouri, Columbia
Downloads 286 (207,684)

Abstract:

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War, Topic Modelling, Machine Learning, Predictability, Disaster Risk

War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets

Number of pages: 103 Posted: 09 May 2023 Last Revised: 05 Aug 2024
University of Southern California - Marshall School of Business - Finance and Business Economics Department, MKT MediaStats LLC and University of Missouri, Columbia
Downloads 283 (209,952)

Abstract:

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War, disaster risk, machine learning, topic modelling, predictability, out-of-sample test

5.

AI Narrative and Stock Mispricing

Number of pages: 38 Posted: 26 Apr 2023 Last Revised: 02 Jun 2023
New York University, MKT MediaStats LLC and University of Missouri, Columbia
Downloads 508 (109,816)

Abstract:

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news narrative, artificial intelligence, NLP, return prediction, mispricing

6.

Investor Sentiment and Asset Returns: Actions Speak Louder than Words

Number of pages: 44 Posted: 13 Dec 2022
MKT MediaStats LLC, University of Missouri, Columbia and Washington University in St. Louis - John M. Olin Business School
Downloads 507 (110,084)

Abstract:

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sentiment, return prediction, Bitcoin, stocks, behavioral finance

7.

Time-Varying Drivers of Stock Prices

Financial Analysts Journal (forthcoming)
Number of pages: 65 Posted: 09 Apr 2022 Last Revised: 01 Sep 2024
Dat Mai
MKT MediaStats LLC
Downloads 328 (180,917)

Abstract:

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subjective expectations, price variations, Bayesian breaks, recessions, financial uncertainty, Covid-19

8.

Diversity Narrative and Equity in Firm Leadership

Number of pages: 42 Posted: 26 Apr 2023
New York University, MKT MediaStats LLC and University of Missouri, Columbia
Downloads 289 (206,755)

Abstract:

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Diversity, Equity, Female CEO, Tech firms, India

9.

War Risk: Time Series and Cross-sectional Evidence from the Stock and Bond Markets

Number of pages: 140 Posted: 06 Sep 2022 Last Revised: 07 Aug 2023
Dat Mai and Kuntara Pukthuanthong
MKT MediaStats LLC and University of Missouri, Columbia
Downloads 237 (252,135)

Abstract:

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War, disaster risk, topic modeling, narratives, War factors

10.

Change in Consumption Growth and the Cross-Section of Expected Returns

Number of pages: 87 Posted: 20 Apr 2020 Last Revised: 23 Feb 2023
Dat Mai
MKT MediaStats LLC
Downloads 114 (469,823)

Abstract:

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ratio habit, equity premium, risk-free rate, puzzles, cross section, robust identification