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Xiaming Zeng
Xiaming Zeng
Unknown affiliation
Verified email at wustl.edu
Title
Cited by
Cited by
Year
On comparing asset pricing models
S Chib, X Zeng, L Zhao
The Journal of Finance 75 (1), 551-577, 2020
702020
Which factors are risk factors in asset pricing? A model scan framework
S Chib, X Zeng
Journal of Business & Economic Statistics 38 (4), 771-783, 2020
392020
Bayesian strategy for improved forecasts of the equity premium
S Chib, X Zeng
Olin Business School, Washington University Working Paper, 2016
82016
ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job Postings
AB Dor, J Guan, A Kelleher, A Lauretig, R Preclaw, X Zeng
The Journal of Financial Data Science 4 (1), 130-144, 2022
72022
Slope Factors Outperform: Evidence from a Large Comparative Study
S Chib, YC Lin, K Pukthuanthong, X Zeng
Available at SSRN 3966807, 2021
62021
Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 Crisis
AB Dor, S Florig, J Guan, X Zeng
The Journal of Portfolio Management 47 (6), 139-155, 2021
62021
How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for Investors
AB Dor, J Guan, X Zeng
The Journal of Fixed Income 30 (3), 47-65, 2020
52020
Identifying performance persistence in hedge funds using a measure of manager skill
AB Dor, J Guan, X Zeng
The Journal of Portfolio Management 46 (5), 63-78, 2020
22020
Overnight Return Momentum: Evidence from European Markets
AB Dor, X Zeng
The Journal of Portfolio Management 47 (7), 46-62, 2021
12021
Multiple Predictive Regression When the Predictive Mean is Constrained: A Bayesian Approach
S Chib, X Zeng
Unpublished manuscript, 1-34, 2016
12016
Leveraging ESG Data from Multiple Providers in Equity and Credit Markets
AB Dor, J Guan, X Zeng
The Journal of Impact and ESG Investing, 2023
2023
Practical Applications of ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job Postings
AB Dor, J Guan, A Kelleher, A Lauretig, R Preclaw, X Zeng
Practical Applications, 2022
2022
Slope Factors Outperform
S Chib, YC Lin, K Pukthuanthong, X Zeng
2021
Bayesian Predictive Inference in Finance
X Zeng
2017
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