On comparing asset pricing models S Chib, X Zeng, L Zhao The Journal of Finance 75 (1), 551-577, 2020 | 77 | 2020 |
Which factors are risk factors in asset pricing? A model scan framework S Chib, X Zeng Journal of Business & Economic Statistics 38 (4), 771-783, 2020 | 40 | 2020 |
ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job Postings AB Dor, J Guan, A Kelleher, A Lauretig, R Preclaw, X Zeng The Journal of Financial Data Science 4 (1), 130-144, 2022 | 8 | 2022 |
Bayesian strategy for improved forecasts of the equity premium S Chib, X Zeng Olin Business School, Washington University Working Paper, 2016 | 8 | 2016 |
Slope Factors Outperform: Evidence from a Large Comparative Study S Chib, YC Lin, K Pukthuanthong, X Zeng Available at SSRN 3966807, 2021 | 7 | 2021 |
Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 Crisis AB Dor, S Florig, J Guan, X Zeng The Journal of Portfolio Management 47 (6), 139-155, 2021 | 7 | 2021 |
How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for Investors AB Dor, J Guan, X Zeng The Journal of Fixed Income 30 (3), 47-65, 2020 | 5 | 2020 |
Identifying performance persistence in hedge funds using a measure of manager skill AB Dor, J Guan, X Zeng The Journal of Portfolio Management 46 (5), 63-78, 2020 | 2 | 2020 |
Overnight Return Momentum: Evidence from European Markets AB Dor, X Zeng The Journal of Portfolio Management 47 (7), 46-62, 2021 | 1 | 2021 |
Multiple Predictive Regression When the Predictive Mean is Constrained: A Bayesian Approach S Chib, X Zeng Unpublished manuscript, 1-34, 2016 | 1 | 2016 |
Leveraging ESG Data from Multiple Providers in Equity and Credit Markets AB Dor, J Guan, X Zeng The Journal of Impact and ESG Investing, 2023 | | 2023 |
Practical Applications of ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job Postings AB Dor, J Guan, A Kelleher, A Lauretig, R Preclaw, X Zeng Practical Applications, 2022 | | 2022 |
Slope Factors Outperform S Chib, YC Lin, K Pukthuanthong, X Zeng | | 2021 |
Bayesian Predictive Inference in Finance X Zeng | | 2017 |