Dacheng Xiu

Dacheng Xiu publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Dacheng Xiu sits on this spectrum.

Dacheng Xiu D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Dacheng Xiu sits on this spectrum.

Best Publications

• Empirical Asset Pricing via Machine Learning

  Unknown

  1888
  Citations

• Empirical Asset Pricing via Machine Learning

  Shihao Gu;Bryan Kelly;Dacheng Xiu

  1215
  Citations

• Taming the Factor Zoo: A Test of New Factors

  Guanhao Feng;Stefano Giglio;Stefano Giglio;Stefano Giglio;Dacheng Xiu

  679
  Citations

• Empirical Asset Pricing via Machine Learning

  Shihao Gu;Bryan T. Kelly;Bryan T. Kelly;Dacheng Xiu

  464
  Citations

• Autoencoder asset pricing models

  Shihao Gu;Bryan Kelly;Dacheng Xiu

  457
  Citations

• High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data

  Yacine Aït-Sahalia;Jianqing Fan;Dacheng Xiu

  354
  Citations

• Quasi-maximum likelihood estimation of volatility with high frequency data

  Dacheng Xiu

  342
  Citations

• Principal Component Analysis of High-Frequency Data

  Yacine Aït-Sahalia;Dacheng Xiu

  321
  Citations

• Asset Pricing with Omitted Factors

  Stefano Giglio;Dacheng Xiu

  267
  Citations

• Using principal component analysis to estimate a high dimensional factor model with high-frequency data

  Yacine Aït-Sahalia;Dacheng Xiu

  249
  Citations

• Resolution of policy uncertainty and sudden declines in volatility

  Dante Amengual;Dacheng Xiu

  196
  Citations

• Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data

  Jianqing Fan;Alex Furger;Dacheng Xiu

  172
  Citations

• Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods

  Jianqing Fan;Lei Qi;Dacheng Xiu

  171
  Citations

• Factor Models, Machine Learning, and Asset Pricing

  Unknown

  162
  Citations

• Predicting Returns With Text Data

  Zheng Tracy Ke;Bryan T. Kelly;Dacheng Xiu

  140
  Citations

• A tale of two option markets: Pricing kernels and volatility risk ☆

  Zhaogang Song;Dacheng Xiu

  140
  Citations

• The Structure of Economic News

  Leland Bybee;Bryan T. Kelly;Asaf Manela;Dacheng Xiu

  126
  Citations

• Business News and Business Cycles

  Unknown

  112
  Citations

• (Re‐)Imag(in)ing Price Trends

  Unknown

  111
  Citations

• Predicting Returns with Text Data

  Unknown

  105
  Citations