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1
Scaled PCA : a new approach to dimension reduction
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1678-1695
Persistent link: https://www.econbiz.de/10013260016
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2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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3
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
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4
Investor sentiment aligned : a powerful predictor of stock returns
Huang, Dashan
;
Jiang, Fuwei
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 791-837
Persistent link: https://www.econbiz.de/10011337560
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5
A joint factor model for bonds, stocks, and options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
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6
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
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7
The macroeconomic uncertainty premium in the corporate bond market
Bali, Turan G.
;
Subrahmanyam, Avanidhar
;
Wen, Quan
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1653-1678
Persistent link: https://www.econbiz.de/10012618489
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8
Long-term reversals in the corporate bond market
Bali, Turan G.
;
Subrahmanyam, Avanidhar
;
Wen, Quan
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 656-677
Persistent link: https://www.econbiz.de/10012693697
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9
In search of systematic risk and the idiosyncratic volatility puzzle in the corporate bond market
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
-
2019
Persistent link: https://www.econbiz.de/10012056808
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10
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
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