Xiao Han

City University London - Bayes Business School

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 10,601

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Top 10,601

in Total Papers Downloads

8,436

SSRN CITATIONS
Rank 18,122

SSRN RANKINGS

Top 18,122

in Total Papers Citations

76

CROSSREF CITATIONS

0

Scholarly Papers (6)

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

Review of Financial Studies, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62 Posted: 07 Jul 2020 Last Revised: 19 Jan 2023
University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 3,253 (6,986)
Citation 1

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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: 29 Jan 2023
University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 111 (457,860)

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2.

Textual Analysis of Short-seller Research Reports

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 59 Posted: 18 Nov 2021 Last Revised: 25 May 2023
University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,486 (24,356)

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

3.

The Return of Return Dominance: Decomposing the Cross-section of Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , USC Marshall School of Business Research Paper Sponsored by iORB
Number of pages: 65 Posted: 21 Sep 2022 Last Revised: 07 Dec 2023
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 1,221 (32,483)

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price dispersion, return predictability, earnings growth, value premium, cross-sectional models

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 963 (45,566)

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

5.

The Cross-section of Subjective Expectations: Understanding Prices and Anomalies

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , USC Marshall School of Business Research Paper Sponsored by iORB, No. Forthcoming
Number of pages: 77 Posted: 22 Nov 2022 Last Revised: 06 Feb 2024
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 719 (67,738)

Abstract:

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subjective expectation, price dispersion, learning, mispricing, revisions

6.

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 683 (72,263)

Abstract:

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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