Fundamentals of perpetual futures S He, A Manela, O Ross, V von Wachter arXiv preprint arXiv:2212.06888, 2022 | 21 | 2022 |
ETFs, anomalies and market efficiency I Filippou, S He, SZ Li, G Zhou Available at SSRN 4056260, 2023 | 6 | 2023 |
Empirical Asset Pricing with Probability Forecasts S He, L Lv, G Zhou Available at SSRN, 2024 | 3 | 2024 |
Principal portfolios: The multi-signal case S He, M Yuan, G Zhou Available at SSRN 4245333, 2024 | 2 | 2024 |
How Accurate Are Survey Forecasts on the Market? S He, J Li, L Lv, G Zhou Available at SSRN 4390165, 2023 | 1 | 2023 |
Chronologically Consistent Large Language Models S He, L Lv, A Manela, J Wu arXiv preprint arXiv:2502.21206, 2025 | | 2025 |
Company Announcements and Stock Returns S He University of Chicago, 2021 | | 2021 |