Cross-sectional expected returns: New Fama–MacBeth regressions in the era of machine learning Y Han, A He, D Rapach, G Zhou Review of Finance, 2024 | 147* | 2024 |
The Rising Tide Lifts Some Interest Rates: Climate Change, Natural Disasters and Loan Pricing R Correa, A He, C Herpfer, U Lel European Corporate Governance Institute – Finance Working Paper No. 889/2023, 2020 | 99 | 2020 |
Shrinking factor dimension: A reduced-rank approach A He, D Huang, J Li, G Zhou Management science 69 (9), 5501-5522, 2023 | 26 | 2023 |
Diagnosis of Asset Pricing Models A He, G Zhou Financial Management 52 (4), 617-642, 2023 | 21* | 2023 |
Reciprocity in Shadow Bank Lending: Evidence from the Cross-Holding Relation in Money Market Funds A He Available at SSRN 2826906, 2021 | 4* | 2021 |
Propagation of Climate Disasters Through Ownership Networks M Gustafson, A He, U Lel, Z Qin European Corporate Governance Institute–Finance Working Paper, 2023 | | 2023 |