| Deep learning in asset pricing L Chen, M Pelger, J Zhu Management Science 70 (2), 714-750, 2024 | 624 | 2024 |
| Factors that fit the time series and cross-section of stock returns M Lettau, M Pelger The Review of Financial Studies 33 (5), 2274-2325, 2020 | 298 | 2020 |
| Forest through the trees: Building cross-sections of stock returns S Bryzgalova, M Pelger, J Zhu Available at SSRN 3493458, 2019 | 200 | 2019 |
| Estimating latent asset-pricing factors M Lettau, M Pelger Journal of Econometrics 218 (1), 1-31, 2020 | 182 | 2020 |
| Large-dimensional factor modeling based on high-frequency observations M Pelger Journal of Econometrics 208 (1), 23-42, 2019 | 130 | 2019 |
| Understanding systematic risk: A high‐frequency approach M Pelger The Journal of Finance 75 (4), 2179-2220, 2020 | 118 | 2020 |
| Contingent capital, tail risk, and debt-induced collapse N Chen, P Glasserman, B Nouri, M Pelger The Review of Financial Studies 30 (11), 3921-3969, 2017 | 95 | 2017 |
| Machine-learning the skill of mutual fund managers R Kaniel, Z Lin, M Pelger, S Van Nieuwerburgh Journal of Financial Economics 150 (1), 94-138, 2023 | 89 | 2023 |
| Textgnn: Improving text encoder via graph neural network in sponsored search J Zhu, Y Cui, Y Liu, H Sun, X Li, M Pelger, T Yang, L Zhang, R Zhang, ... Proceedings of the Web Conference 2021, 2848-2857, 2021 | 84 | 2021 |
| Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference R Xiong, M Pelger Available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3465357, 2019 | 77* | 2019 |
| State-varying factor models of large dimensions M Pelger, R Xiong Journal of Business & Economic Statistics 40 (3), 1315-1333, 2022 | 70 | 2022 |
| Missing financial data S Bryzgalova, S Lerner, M Lettau, M Pelger The Review of Financial Studies 38 (3), 803-882, 2025 | 65 | 2025 |
| CoCos, bail-in, and tail risk N Chen, P Glasserman, B Nouri, M Pelger | 58 | 2013 |
| Deep Learning Statistical Arbitrage J Guijarro-Ordonez, M Pelger, G Zanotti Available at SSRN 3862004, 2021 | 55 | 2021 |
| Interpretable sparse proximate factors for large dimensions M Pelger, R Xiong Journal of Business & Economic Statistics 40 (4), 1642-1664, 2022 | 28 | 2022 |
| Stripping the discount curve-a robust machine learning approach D Filipović, M Pelger, Y Ye Swiss Finance Institute Research Paper, 2022 | 20 | 2022 |
| Contingent convertible bonds: pricing, dilution costs and efficient regulation M Pelger Dilution Costs and Efficient Regulation (May 7, 2012), 2012 | 16* | 2012 |
| Asset-pricing factors with economic targets S Bryzgalova, V DeMiguel, S Li, M Pelger Available at SSRN 4344837, 2023 | 15 | 2023 |
| A simple method for predicting covariance matrices of financial returns K Johansson, MG Ogut, M Pelger, T Schmelzer, S Boyd Foundations and Trends® in Econometrics 12 (4), 324-407, 2023 | 14 | 2023 |
| Target PCA: Transfer learning large dimensional panel data J Duan, M Pelger, R Xiong Journal of Econometrics 244 (2), 105521, 2024 | 11 | 2024 |
Ruoxuan XiongAssistant Professor, Emory UniversityEmail confirmado em emory.edu
