Xiao Han

City University London - Bayes Business School

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 18,249

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Top 18,249

in Total Papers Downloads

4,034

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Scholarly Papers (5)

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 94 Posted: 07 Jul 2020 Last Revised: 18 Nov 2021
University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 2,324 (8,839)

Abstract:

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Earnings Forecasts, Machine Learning, Investment Strategies

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

NBER Working Paper No. w27843
Number of pages: 96 Posted: 21 Sep 2020 Last Revised: 31 Jul 2022
University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 26 (704,173)

Abstract:

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2.

Risks versus Mispricing: Decomposing Asset pricing Anomalies via Classification

Number of pages: 74 Posted: 17 Jun 2020 Last Revised: 13 Jan 2021
Xiao Han
City University London - Bayes Business School
Downloads 583 (67,375)

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Analysts’ Expectation Bias, Investment Strategies, Classifications, Out-of-sample Forecasts,Classifications, Permutation Feature Importance, Consumption, Intermediary, Analysts’ Forecast Errors, Disagreement, Macroeconomic Variables, Supported Vector Machine, Decision Tree, Random Forest

3.

Textual Analysis of Short-seller Research Reports, Stock Prices, and Real Investment

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53 Posted: 18 Nov 2021 Last Revised: 16 May 2022
University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 575 (68,566)

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Short-seller Research, Real Investment, Asset Pricing, Real Impact of Financial Markets, Analysts Expectations

4.

Mutual Fund Risk Shifting and Risk Anomalies

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 78 Posted: 28 Sep 2021 Last Revised: 25 Apr 2022
City University London - Bayes Business School, University of Pennsylvania - The Wharton School and Guanghua School of Management, Peking University
Downloads 462 (89,911)

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Beta Anomaly, Morningstar Ratings, Mutual Funds, Risk Shifting, Idiosyncratic Volatility, Skewness, Demand System

5.

The Cross-section of Prices and Long-term Returns

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 36 Posted: 21 Sep 2022 Last Revised: 28 Sep 2022
Ricardo De la O, Xiao Han and Sean Myers
University of Southern California - Marshall School of Business, City University London - Bayes Business School and The Wharton School, University of Pennsylvania
Downloads 64 (487,488)

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Price Variation, Cash Flow, Discount Rate, Return Predictability