Wenqiang Pan

Columbia University - Columbia Business School

New York, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

423

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Using Machine Learning to Detect Misstatements

Review of Accounting Studies, Forthcoming
Number of pages: 53 Posted: 17 Dec 2019 Last Revised: 25 Feb 2020
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - John M. Olin Business School, University of California San Diego and Columbia University - Columbia Business School
Downloads 353 (92,815)
Citation 1

Abstract:

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Machine Learning; Big Data; Analytics; Misstatements; AAERs; Accounting Fraud

2.

Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns

CESifo Working Paper No. 8143
Number of pages: 49 Posted: 11 Mar 2020
Michael Melvin, Wenqiang Pan and Petra Wikstrom
University of California, San Diego (UCSD) - Rady School of Management, Columbia University - Columbia Business School and Streamline Analytix LLC
Downloads 70 (358,135)

Abstract:

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transaction costs, FX microstructure, exchange rates, portfolio construction