Dat Mai

University of Missouri at Columbia

Columbia, MO 65201

United States

http://www.maiydat.com/

  • University of Missouri at Columbia

SCHOLARLY PAPERS

9

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Ideas:
“  Empirical Asset Pricing, Bayesian Statistics, Machine Learning, and Text Mining  ”

  • University of Missouri at Columbia

Scholarly Papers (9)

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1.

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

Downloads 554 (86,827)
Citation 1

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
University of Missouri at Columbia and University of Missouri, Columbia
Downloads 436 (114,775)
Citation 1

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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
University of Missouri at Columbia
Downloads 118 (403,110)

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

2.

War Discourse and the Cross-Section of Expected Stock Returns

Downloads 464 (105,639)

War Discourse and the Cross-Section of Expected Stock Returns

Number of pages: 92 Posted: 14 Jun 2023 Last Revised: 11 Jul 2023
David A. Hirshleifer, Dat Mai and Kuntara Pukthuanthong
Marshall School of Business, USC, University of Missouri at Columbia and University of Missouri, Columbia
Downloads 464 (106,708)

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3.

AI Narrative and Stock Mispricing

Number of pages: 38 Posted: 26 Apr 2023 Last Revised: 02 Jun 2023
Arka Bandyopadhyay, Dat Mai and Kuntara Pukthuanthong
New York University, University of Missouri at Columbia and University of Missouri, Columbia
Downloads 470 (106,193)

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

4.

Investor Sentiment and Asset Returns: Actions Speak Louder than Words

Number of pages: 44 Posted: 13 Dec 2022
Dat Mai, Kuntara Pukthuanthong and Guofu Zhou
University of Missouri at Columbia, University of Missouri, Columbia and Washington University in St. Louis - John M. Olin Business School
Downloads 344 (151,530)

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sentiment, return prediction, Bitcoin, stocks, behavioral finance

5.

Diversity Narrative and Equity in Firm Leadership

Number of pages: 42 Posted: 26 Apr 2023
Arka Bandyopadhyay, Dat Mai and Kuntara Pukthuanthong
New York University, University of Missouri at Columbia and University of Missouri, Columbia
Downloads 283 (186,116)

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Diversity, Equity, Female CEO, Tech firms, India

6.

Time-Varying Drivers of Stock Prices

Number of pages: 51 Posted: 09 Apr 2022 Last Revised: 31 May 2023
Dat Mai
University of Missouri at Columbia
Downloads 226 (232,376)

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

7.

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
University of Missouri at Columbia and University of Missouri, Columbia
Downloads 205 (254,478)

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

8.

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

Downloads 181 (272,565)

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

Number of pages: 103 Posted: 09 May 2023 Last Revised: 07 Aug 2023
David A. Hirshleifer, Dat Mai and Kuntara Pukthuanthong
Marshall School of Business, USC, University of Missouri at Columbia and University of Missouri, Columbia
Downloads 181 (284,140)

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

9.

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
University of Missouri at Columbia
Downloads 99 (454,931)

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