Eric Ghysels

All Institutions: University of North Carolina, Chapel Hill; University of North Carolina-Chapel Hill; Department of Economics, University of North Carolina-Chapel Hill; University of North Carolina; University of North Carolina Kenan-Flagler Business School; University of North Carolina at Chapel Hill; Kellogg Graduate School of Management, Northwestern University

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:

There is a Risk-Return Tradeoff After All

Year: 2004
Journal: Journal of Financial Economics
Authors: Eric Ghysels; Pedro Santa Clara; Rossen Valkanov

Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies

Year: 2004
Journal: Journal of Econometrics
Authors: Eric Ghysels; Pedro Santaclara; Rossen Valkanov

Price Momentum in Stocks: Insights from Victorian Age Data

Year: 2008
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Momentum Cycles and Limits to Arbitrage: Evidence from Victorian England and Post-Depression US Stock Markets

Year: 2009
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

A High Frequency Assessment of the ECB Securities Markets Programme

Year: 2013
Journal: No Journal Matched
Authors: Eric Ghysels; Julien Idier; Simone Manganelli; Olivier Vergote

Testing for Cointegration with Temporally Aggregated and Mixed Frequency Time Series

Year: 2013
Journal: No Journal Matched
Authors: Eric Ghysels; J Isaac Miller

Testing for Granger Causality with Mixed Frequency Data

Year: 2013
Journal: No Journal Matched
Authors: Eric Ghysels; Jonathan B. Hill; Kaiji Motegi

Regime Switches in the Risk-Return Tradeoff

Year: 2013
Journal: No Journal Matched
Authors: Eric Ghysels; Pierre Gurin; Massimiliano Marcellino

Factor Analysis with Large Panels of Volatility Proxies

Year: 2014
Journal: No Journal Matched
Authors: Eric Ghysels

Can We Automate Earnings Forecasts and Beat Analysts?

Year: 2014
Journal: No Journal Matched
Authors: Ryan Ball; Eric Ghysels; Huan Zhou

Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got to Do with It?

Year: 2014
Journal: No Journal Matched
Authors: Elena Andreou; Eric Ghysels

Momentum Trading: Return Chasing and Predictable Crashes

Year: 2014
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Momentum Trading, Return Chasing, and Predictable Crashes

Year: 2014
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Automated Earnings Forecasts Beat Analysts or Combine and Conquer

Year: 2017
Journal: No Journal Matched
Authors: Ryan Ball; Eric Ghysels

Downside Risk in the Chinese Stock Market: Has it Fundamentally Changed?

Year: 2017
Journal: No Journal Matched
Authors: Eric Ghysels; Hanwei Liu

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

Year: 2017
Journal: No Journal Matched
Authors: Christian Brownlees; Ben Chabot; Eric Ghysels; Christopher Kurz

Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice

Year: 2020
Journal: No Journal Matched
Authors: Eric Ghysels; Andrii Babii; Xi Chen; Rohit Kumar

Ambiguity with Machine Learning: An Application to Portfolio Choice

Year: 2021
Journal: No Journal Matched
Authors: Eric Ghysels; Yan Qian; Steve Raymond

Institutional Investors and Granularity in Equity Markets

Year: 2021
Journal: No Journal Matched
Authors: Eric Ghysels; Hanwei Liu; Steve Raymond

Three Common Factors

Year: 2022
Journal: No Journal Matched
Authors: Elena Andreou; Patrick Gagliardini; Eric Ghysels; Mirco Rubin

Author Disambiguation

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