Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models A Lopez-Lira, Y Tang Return Predictability and Large Language Models (April 6, 2023), 2023 | 342* | 2023 |
PIXIU: A Comprehensive Benchmark, Instruction Dataset and Large Language Model for Finance Q Xie, W Han, X Zhang, Y Lai, M Peng, A Lopez-Lira, J Huang Thirty-seventh Conference on Neural Information Processing Systems Datasets …, 2023 | 176* | 2023 |
Man vs Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases JH van Binsbergen, X Han, A Lopez-Lira The Review of Financial Studies 10, 2022 | 133 | 2022 |
Non-Standard Errors A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ... | 84* | 2021 |
Risk factors that matter: Textual analysis of risk disclosures for the cross-section of returns A Lopez-Lira Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2023 | 79 | 2023 |
The FinBen: An Holistic Financial Benchmark for Large Language Models Q Xie, W Han, Z Chen, R Xiang, X Zhang, Y He, M Xiao, D Li, Y Dai, ... arXiv preprint arXiv:2402.12659, 2024 | 52 | 2024 |
Do Common Factors Really Explain the Cross-Section of Stock Returns? A Lopez-Lira, NL Roussanov Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020 | 41 | 2020 |
Empowering Many, Biasing a Few: Generalist Credit Scoring through Large Language Models D Feng, Y Dai, J Huang, Y Zhang, Q Xie, W Han, A Lopez-Lira, H Wang arXiv preprint arXiv:2310.00566, 2023 | 16 | 2023 |
Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications Q Xie, D Li, M Xiao, Z Jiang, R Xiang, X Zhang, Z Chen, Y He, W Han, ... arXiv preprint arXiv:2408.11878, 2024 | 14 | 2024 |
Why do managers disclose risks accurately? Textual analysis, disclosures, and risk exposures A Lopez-Lira Economics Letters 204, 109896, 2021 | 14 | 2021 |
Peer-reviewed theory does not help predict the cross-section of stock returns AY Chen, A Lopez-Lira, T Zimmermann arXiv preprint arXiv:2212.10317, 2022 | 9* | 2022 |
Dólares or Dollars? Unraveling the Bilingual Prowess of Financial LLMs Between Spanish and English X Zhang, R Xiang, C Yuan, D Feng, W Han, A Lopez-Lira, XY Liu, M Qiu, ... Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and …, 2024 | 8 | 2024 |
Textual analysis of short-seller research reports, stock prices, and real investment JH van Binsbergen, X Han, A Lopez-Lira Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021 | 8 | 2021 |
No Language is an Island: Unifying Chinese and English in Financial Large Language Models, Instruction Data, and Benchmarks G Hu, K Qin, C Yuan, M Peng, A Lopez-Lira, B Wang, S Ananiadou, W Yu, ... arXiv preprint arXiv:2403.06249, 2024 | 6 | 2024 |
Follow the Pipeline: Anticipatory Effects of Proposed Regulations S Chang, J Kalmenovitz, A Lopez-Lira Available at SSRN 4360231, 2023 | 5 | 2023 |
FinNLP-AgentScen-2024 Shared Task: Financial Challenges in Large Language Models-FinLLMs Q Xie, J Huang, D Li, Z Chen, R Xiang, M Xiao, Y Yu, V Somasundaram, ... Proceedings of the Eighth Financial Technology and Natural Language …, 2024 | 3 | 2024 |
The Predictive Edge: Outsmart the Market using Generative AI and ChatGPT in Financial Forecasting A Lopez-Lira John Wiley & Sons, 2024 | 2 | 2024 |
What If Option Closing Prices Were Trustworthy? A Machine Learning Approach A Lopez-Lira, M Nimalendran, M Son A Machine Learning Approach (March 1, 2023), 2023 | | 2023 |
Demand-Driven Risk and the Cross-Section of Expected Returns A Lopez-Lira Available at SSRN 3403863, 2019 | | 2019 |