Discussion paper DP17225 Three Common Factors Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 15 Apr 2022 Financial Economics C22 C38 C53 C55 G10 G12
Discussion paper DP16748 Ambiguity with Machine Learning: An Application to Portfolio Choice Eric Ghysels Yan Qian Steve Raymond 22 Nov 2021 Financial Economics
Discussion paper DP15654 Institutional Investors and Granularity in Equity Markets Eric Ghysels Hanwei Liu Steve Raymond 9 Jan 2021 Financial Economics
Discussion paper DP15418 Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice Eric Ghysels Andrii Babii Xi Chen Rohit Kumar 31 Oct 2020 Labour Economics
Discussion paper DP12219 Is Industrial Production Still the Dominant Factor for the US Economy? Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 12 Aug 2017 Financial Economics C32 C33 C38 E32
Discussion paper DP12178 Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression Eric Ghysels Benjamin Chabot 24 Jul 2017 Economic History Financial Economics G01 G21 G28 N21
Discussion paper DP12179 Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer? Eric Ghysels 24 Jul 2017 Financial Economics
Discussion paper DP12180 Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed? Eric Ghysels Hanwei Liu 24 Jul 2017 Financial Economics
Discussion paper DP10234 Momentum Trading, Return Chasing, and Predictable Crashes Eric Ghysels Ravi Jagannathan 9 Nov 2014 Financial Economics G1 G12 G14
Discussion paper DP10236 Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It? Eric Ghysels Elena Andreou 9 Nov 2014 Financial Economics C2 C5 G1
Discussion paper DP10186 Can we Automate Earnings Forecasts and Beat Analysts? Eric Ghysels 5 Oct 2014 Financial Economics C53 M40 M41
Discussion paper DP10034 Factor Analysis with Large Panels of Volatility Proxies Eric Ghysels 22 Jun 2014 Financial Economics C13 C33