Yinghua Fan

City University of Hong Kong (CityU)

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

2

DOWNLOADS

1,134

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach

Number of pages: 60 Posted: 03 Feb 2020 Last Revised: 14 Dec 2022
Yinghua Fan, Guanhao Feng, Andras Fulop and Junye Li
City University of Hong Kong (CityU), City University of Hong Kong (CityU), ESSEC Business School and Fudan University - School of Management
Downloads 726 (65,561)
Citation 3

Abstract:

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Deep Learning, Bond Return Predictability, Real-Time Macro Data, News Topic Attentions.

2.

Mispricing by Underreaction of Information: Evidence from Institutional Holdings

Number of pages: 47 Posted: 11 Dec 2022 Last Revised: 05 Apr 2024
Sayad Baronyan, Yinghua Fan and Guanhao Feng
Informa Financial Intelligence, EPFR, City University of Hong Kong (CityU) and City University of Hong Kong (CityU)
Downloads 408 (133,841)

Abstract:

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Information, institutions, mispricing, price impact, and price momentum.