2 citations · 2 across the 4 of their papers we have counts for
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q-fin.GN2026
Hedging the Singularity
Andrew Y. Chen
AI stocks trade at extraordinary valuations. We develop an asset pricing model in which investors use AI stocks to hedge against an AI singularity that displaces their consumption.…
q-fin.GN2023★ 2 cited
High-Throughput Asset Pricing
Andrew Y. Chen, Chukwuma Dim
We apply empirical Bayes (EB) to mine data on 136,000 long-short strategies constructed from accounting ratios, past returns, and ticker symbols. This ``high-throughput asset prici…
q-fin.GN2022
Most claimed statistical findings in cross-sectional return predictability are likely true
Andrew Y. Chen
The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictabili…