Shuoyuan He

San Francisco State University

1600 Holloway Avenue

San Francisco , CA 94132

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 20,527

SSRN RANKINGS

Top 20,527

in Total Papers Downloads

4,601

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

Number of pages: 78 Posted: 04 Feb 2019 Last Revised: 14 Mar 2019
Patrick Beaudan and Shuoyuan He
Northern Trust Corporation and San Francisco State University
Downloads 3,165 (7,302)

Abstract:

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Trading Strategy, Active Investing, Dual Momentum, Machine Learning, Logistic Regression, Trend-Following

2.

Earnings Acceleration and Stock Returns

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 52 Posted: 24 Oct 2017 Last Revised: 21 Jun 2019
San Francisco State University and Tulane University - Accounting & Taxation
Downloads 1,406 (25,968)
Citation 7

Abstract:

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Earnings Acceleration, Trading Strategy, Active Investing, Mispricing, Anomaly

3.

Analysts’ Long-Term Growth Forecasts and the Post-Earnings-Announcement Drift

China Accounting & Finance Review, Vol. 25, No. 3, 2023
Number of pages: 25 Posted: 07 Sep 2023
Shuoyuan He
San Francisco State University
Downloads 30 (850,622)

Abstract:

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Analysts’ long-term growth forecasts, Post-earnings-announcement drift, Anomaly