Recent Publications

  • 2023 and Forthcoming
    • Berger, Elizabeth and Seegert, Nathan (2023) Half Banked: The Economic Impact of Cash Management in the Marijuana Industry, Journal of Finance, forthcoming
    • James Yae and George Zhe Tian, “Volatile Safe-Haven Asset”, Journal of Financial Stability, Forthcoming.
    • James Yae and Yang Luo. "Robust Monitoring Machine: A Machine Learning Solution for Out-of-Sample R2-Hacking in Return Predictability Monitoring", Financial Innovation, Forthcoming.
    • James Yae. "Unintended Look-Ahead Bias in Out-of-Sample Forecasting", Applied Economics Letters, Forthcoming.