Dacheng Xiu

Latest Institution: University of Chicago

All Institutions: NA; Yale School of Management; University of Chicago; Institut de Mathématiques de Jussieu, CNRS; Booth School of Business, University of Chicago


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Principal Component Analysis of High Frequency Data

Year: 2015
Journal: No Journal Matched
Authors: Yacine Atsahalia; Dacheng Xiu

Inference on Risk Premia in the Presence of Omitted Factors

Year: 2017
Journal: No Journal Matched
Authors: Stefano Giglio; Dacheng Xiu

Empirical Asset Pricing via Machine Learning

Year: 2018
Journal: Review of Financial Studies
Authors: Shihao Gu; Bryan Kelly; Dacheng Xiu

Taming the Factor Zoo: A Test of New Factors

Year: 2019
Journal: Journal of Finance
Authors: Guanhao Feng; Stefano Giglio; Dacheng Xiu

Predicting Returns with Text Data

Year: 2019
Journal: No Journal Matched
Authors: Zheng Tracy Ke; Bryan T. Kelly; Dacheng Xiu

The Structure of Economic News

Year: 2020
Journal: No Journal Matched
Authors: Leland Bybee; Bryan T. Kelly; Asaf Manela; Dacheng Xiu

Inference on Risk Premia in Continuous-Time Asset Pricing Models

Year: 2020
Journal: No Journal Matched
Authors: Yacine Aït-Sahalia; Jean Jacod; Dacheng Xiu

Taming the Factor Zoo: A Test of New Factors

Year: 2020
Journal: No Journal Matched
Authors: Stefano W. Giglio; Gavin Feng; Dacheng Xiu

Test Assets and Weak Factors

Year: 2021
Journal: No Journal Matched
Authors: Stefano Giglio; Dacheng Xiu; Dake Zhang

Business News and Business Cycles

Year: 2021
Journal: Journal of Finance
Authors: Leland Bybee; Bryan T. Kelly; Asaf Manela; Dacheng Xiu

Test Assets and Weak Factors

Year: 2021
Journal: No Journal Matched
Authors: Stefano Giglio; Dacheng Xiu; Dake Zhang

Financial Machine Learning

Year: 2023
Journal: No Journal Matched
Authors: Bryan T. Kelly; Dacheng Xiu


Author Disambiguation

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