Fundamentals of perpetual futures S He, A Manela, O Ross, V von Wachter arXiv preprint arXiv:2212.06888, 2022 | 11 | 2022 |
ETFs, anomalies and market efficiency I Filippou, S He, SZ Li, G Zhou Available at SSRN 4056260, 2023 | 5 | 2023 |
Empirical Asset Pricing with Probability Forecasts S He, L Lv, G Zhou Available at SSRN, 2024 | | 2024 |
How Accurate Are Survey Forecasts on the Market? S He, J Li, G Zhou Available at SSRN, 2023 | | 2023 |
Principal Portfolios: The Multi-Signal Case S He, M Yuan, G Zhou Available at SSRN 4245333, 2022 | | 2022 |
Company Announcements and Stock Returns S He University of Chicago, 2021 | | 2021 |