Forecasting stock returns: A time-dependent weighted least squares approach Yudong Wang; Xianfeng Hao; Chongfeng Wu Journal of Financial Markets 2021 53, 100568
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data Xianfeng Hao; Yudong Wang; Chongfeng Wu; Liangyu Wu Journal of Financial Markets 2024 70, 100913
Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions Haitao Li; Chongfeng Wu; Chunyang Zhou Journal of Financial Markets 2026 79, 101001