Qiyang Yu

University of Rochester - Department of Economics

Harkness Hall

Rochester, NY 14627

United States

  • University of Rochester - Department of Economics

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Useful Factors Are Fewer Than You Think

Number of pages: 50 Posted: 22 Mar 2023 Last Revised: 05 Apr 2023
Bin Chen, Qiyang Yu and Guofu Zhou
University of Rochester - Department of Economics, University of Rochester - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 472 (101,834)

Abstract:

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Asset pricing, Anomaly, Factor model, Time series, False discovery rate, FDR

2.

Useful Factors Are Fewer Than You Think

Number of pages: 50 Posted: 27 Mar 2023
Bin Chen, Qiyang Yu and Guofu Zhou
Department of Economics, University of Rochester, University of Rochester - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 103 (426,832)

Abstract:

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false discovery rate, factors, multiple testing, time-varying, cross-sectional returns, factor models