World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
40
Citations
9499
World Ranking
2260
National Ranking
1292

Best Publications

  • Empirical Asset Pricing via Machine Learning

    Unknown

  • Empirical Asset Pricing via Machine Learning

    Shihao Gu;Bryan Kelly;Dacheng Xiu

  • Taming the Factor Zoo: A Test of New Factors

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

  • Empirical Asset Pricing via Machine Learning

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

  • Autoencoder asset pricing models

    Shihao Gu;Bryan Kelly;Dacheng Xiu

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

    Yacine Aït-Sahalia;Jianqing Fan;Dacheng Xiu

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

    Dacheng Xiu

  • Principal Component Analysis of High-Frequency Data

    Yacine Aït-Sahalia;Dacheng Xiu

  • Asset Pricing with Omitted Factors

    Stefano Giglio;Dacheng Xiu

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

    Yacine Aït-Sahalia;Dacheng Xiu

  • Resolution of policy uncertainty and sudden declines in volatility

    Dante Amengual;Dacheng Xiu

  • 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

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

    Jianqing Fan;Lei Qi;Dacheng Xiu

  • Factor Models, Machine Learning, and Asset Pricing

    Unknown

  • Predicting Returns With Text Data

    Zheng Tracy Ke;Bryan T. Kelly;Dacheng Xiu

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

    Zhaogang Song;Dacheng Xiu

  • The Structure of Economic News

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

  • Business News and Business Cycles

    Unknown

  • (Re‐)Imag(in)ing Price Trends

    Unknown

  • Predicting Returns with Text Data

    Unknown

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