2 papers
q-fin.GN2026
Quantity, Risk, and Return
Yu An, Yinan Su, Chen Wang
We propose a new model of expected stock returns that incorporates quantity information from market trading activities into the factor pricing framework. We posit that the expected…
econ.EM2023
Estimating Effects of Long-Term Treatments
Shan Huang, Chen Wang, Yuan Yuan +3
Estimating the effects of long-term treatments through A/B testing is challenging. Treatments, such as updates to product functionalities, user interface designs, and recommendatio…