Leland Bybee

Yale School of Management

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

  • Yale School of Management

SCHOLARLY PAPERS

4

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51

CROSSREF CITATIONS

7

Scholarly Papers (4)

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1.

Business News and Business Cycles

Downloads 5,656 ( 2,554)
Citation 15

Business News and Business Cycles

Journal of Finance, Forthcoming
Number of pages: 78 Posted: 07 Sep 2019 Last Revised: 27 Jul 2023
Leland Bybee, Bryan T. Kelly, Asaf Manela and Dacheng Xiu
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
Downloads 5,490 (2,658)
Citation 3

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Textual analysis, macroeconomic news, attention, Wall Street Journal, volatility, VAR, machine learning

The Structure of Economic News

NBER Working Paper No. w26648
Number of pages: 55 Posted: 22 Jan 2020 Last Revised: 24 Apr 2023
Leland Bybee, Bryan T. Kelly, Asaf Manela and Dacheng Xiu
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
Downloads 135 (372,658)
Citation 5

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Business News and Business Cycles

NBER Working Paper No. w29344
Number of pages: 66 Posted: 11 Oct 2021 Last Revised: 16 Apr 2023
Leland Bybee, Bryan T. Kelly, Asaf Manela and Dacheng Xiu
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
Downloads 31 (807,279)
Citation 8

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2.

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text

Johns Hopkins Carey Business School Research Paper No. 21-09
Number of pages: 60 Posted: 02 Aug 2021 Last Revised: 09 Feb 2023
Leland Bybee, Bryan T. Kelly and Yinan Su
Yale School of Management, Yale SOM and Johns Hopkins University - Carey Business School
Downloads 3,045 (7,261)
Citation 12

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news, narratives, textual analysis, cross section of returns, ICAPM, factor model, IPCA, variable selection

3.

Surveying Generative AI's Economic Expectations

Number of pages: 29 Posted: 09 May 2023 Last Revised: 15 May 2023
Leland Bybee
Yale School of Management
Downloads 310 (168,531)
Citation 2

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Expectations, beliefs, behavioral economics, artificial intelligence, GPT, ChatGPT, natural language processing

4.

Macro-Based Factors for the Cross-Section of Currency Returns

Number of pages: 39 Posted: 13 May 2023 Last Revised: 07 Jun 2023
Leland Bybee, Leandro Gomes and Joao Paulo Valente
Yale School of Management, Yale School of Management and Yale University, Department of Economics, Students
Downloads 270 (194,369)

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currency risk, factor models