A robust machine learning algorithm for text analysis S Ke, JLM Olea, J Nesbit Working paper, 2019 | 28 | 2019 |
Complexity in factor pricing models A Didisheim, SB Ke, BT Kelly, S Malamud National Bureau of Economic Research, 2023 | 22 | 2023 |
On the testability of the anchor words assumption in topic models S Freyaldenhoven, S Ke, D Li, JLM Olea Technical report, working paper, Cornell University, 2023 | 2 | 2023 |
APT or “AIPT”? The Surprising Dominance of Large Factor Models A Didisheim, SB Ke, BT Kelly, S Malamud National Bureau of Economic Research, 2024 | | 2024 |
The Economic Impact of Fiscal Policy Uncertainty: Evidence from a New Cross-Country Database GH Hong, S Ke, ADM Nguyen IMF Working Paper, 2024 | | 2024 |
Supplement to ‘Robust machine learning algorithms for text analysis’ S Ke, JLM Olea, J Nesbit Quantitative Economics Supplemental Material 15, 2024 | | 2024 |
The Double-edged Sword of Data Mining: Implications on Asset Pricing and Information Efficiency S Ke Available at SSRN, 2023 | | 2023 |
The Social Welfare of Stock Market Mispricing S Ke Available at SSRN 4644775, 2022 | | 2022 |