Dacheng Xiu (修大成)|Dacheng Xiu, Xiu, Dacheng

Dacheng Xiu (修大成)|Dacheng Xiu, Xiu, Dacheng

University of Chicago Booth School of Business - Chicago / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1772852
Chicago Booth
person_outline Dacheng Xiu (修大成)|Dacheng Xiu, Xiu, Dacheng's MOST POPULAR ARTICLES
1-) Empirical Asset Pricing via Machine LearningS Gu, B Kelly, D XiuReview of Financial Studies 33 (5), 2223-2273, 202010572020
2-) Taming the factor zoo: A test of new factorsG Feng, S Giglio, D XiuJournal of Finance 75 (3), 1327-1370, 2020510*2020
3-) Autoencoder asset pricing modelsS Gu, B Kelly, D XiuJournal of Econometrics 222 (1), 429-450, 20213212021
4-) Asset pricing with omitted factorsS Giglio, D XiuJournal of Political Economy 129 (7), 1947-1990, 2021364*2021
5-) High-frequency covariance estimates with noisy and asynchronous financial dataY Aït-Sahalia, J Fan, D XiuJournal of the American Statistical Association 105 (492), 1504-1517, 20103402010