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Alejandro Lopez-Lira

Personal Details

First Name:Alejandro
Middle Name:
Last Name:Lopez-Lira
Suffix:
RePEc Short-ID:plo504
[This author has chosen not to make the email address public]
http://alejandrolopezlira.com

Affiliation

Warrington College of Business
University of Florida

Gainesville, Florida (United States)
http://warrington.ufl.edu/
RePEc:edi:cbuflus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alejandro Lopez-Lira & Yuehua Tang, 2023. "Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models," Papers 2304.07619, arXiv.org, revised Sep 2024.
  2. Andrew Y. Chen & Alejandro Lopez-Lira & Tom Zimmermann, 2022. "Does Peer-Reviewed Research Help Predict Stock Returns?," Papers 2212.10317, arXiv.org, revised Jun 2024.
  3. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  4. Jules H. van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2020. "Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," NBER Working Papers 27843, National Bureau of Economic Research, Inc.
    repec:grz:wpsses:2021-08 is not listed on IDEAS

Articles

  1. Jules H van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2023. "Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2361-2396.
  2. Lopez-Lira, Alejandro, 2021. "Why do managers disclose risks accurately? Textual analysis, disclosures, and risk exposures," Economics Letters, Elsevier, vol. 204(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alejandro Lopez-Lira & Yuehua Tang, 2023. "Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models," Papers 2304.07619, arXiv.org, revised Sep 2024.

    Cited by:

    1. Yujie Ding & Shuai Jia & Tianyi Ma & Bingcheng Mao & Xiuze Zhou & Liuliu Li & Dongming Han, 2023. "Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction," Papers 2310.05627, arXiv.org.
    2. Haohan Zhang & Fengrui Hua & Chengjin Xu & Hao Kong & Ruiting Zuo & Jian Guo, 2023. "Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?," Papers 2306.14222, arXiv.org, revised May 2024.
    3. Marra de Artiñano, Ignacio & Riottini Depetris, Franco & Volpe Martincus, Christian, 2023. "Automatic Product Classification in International Trade: Machine Learning and Large Language Models," IDB Publications (Working Papers) 12962, Inter-American Development Bank.
    4. Pogorelova, Polina, 2024. "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 35-50.
    5. Ummara Mumtaz & Summaya Mumtaz, 2023. "Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis," Papers 2311.06273, arXiv.org.
    6. Georgios Fatouros & Konstantinos Metaxas & John Soldatos & Dimosthenis Kyriazis, 2024. "Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection," Papers 2401.03737, arXiv.org, revised Apr 2024.
    7. Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024. "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers 2406.11903, arXiv.org.
    8. Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
    9. Rick Steinert & Saskia Altmann, 2023. "Linking microblogging sentiments to stock price movement: An application of GPT-4," Papers 2308.16771, arXiv.org.
    10. Claudia Biancotti & Carolina Camassa, 2023. "Loquacity and visible emotion: ChatGPT as a policy advisor," Questioni di Economia e Finanza (Occasional Papers) 814, Bank of Italy, Economic Research and International Relations Area.
    11. Jeongbin Kim & Matthew Kovach & Kyu-Min Lee & Euncheol Shin & Hector Tzavellas, 2024. "Learning to be Homo Economicus: Can an LLM Learn Preferences from Choice," Papers 2401.07345, arXiv.org.
    12. Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "ChatGPT and Corporate Policies," Papers 2409.17933, arXiv.org.
    13. Liping Wang & Jiawei Li & Lifan Zhao & Zhizhuo Kou & Xiaohan Wang & Xinyi Zhu & Hao Wang & Yanyan Shen & Lei Chen, 2023. "Methods for Acquiring and Incorporating Knowledge into Stock Price Prediction: A Survey," Papers 2308.04947, arXiv.org.
    14. Marius Hofert, 2023. "Correlation Pitfalls with ChatGPT: Would You Fall for Them?," Risks, MDPI, vol. 11(7), pages 1-17, June.
    15. Zihan Dong & Xinyu Fan & Zhiyuan Peng, 2024. "FNSPID: A Comprehensive Financial News Dataset in Time Series," Papers 2402.06698, arXiv.org.
    16. Alex Kim & Maximilian Muhn & Valeri Nikolaev, 2023. "From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI," Papers 2310.17721, arXiv.org.
    17. Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez, 2024. "Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning," Papers 2409.11408, arXiv.org.
    18. Zihan Chen & Lei Nico Zheng & Cheng Lu & Jialu Yuan & Di Zhu, 2023. "ChatGPT Informed Graph Neural Network for Stock Movement Prediction," Papers 2306.03763, arXiv.org, revised Sep 2023.
    19. Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "Harnessing Generative AI for Economic Insights," Papers 2410.03897, arXiv.org, revised Oct 2024.
    20. Paul Glasserman & Caden Lin, 2023. "Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis," Papers 2309.17322, arXiv.org.
    21. Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua, 2024. "Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models," Papers 2402.03659, arXiv.org, revised Feb 2024.
    22. Alex Kim & Maximilian Muhn & Valeri Nikolaev, 2024. "Financial Statement Analysis with Large Language Models," Papers 2407.17866, arXiv.org, revised Nov 2024.
    23. Boyang Yu, 2023. "Benchmarking Large Language Model Volatility," Papers 2311.15180, arXiv.org.
    24. Han Ding & Yinheng Li & Junhao Wang & Hang Chen, 2024. "Large Language Model Agent in Financial Trading: A Survey," Papers 2408.06361, arXiv.org.
    25. Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Thomas Jacquot, 2024. "Stress index strategy enhanced with financial news sentiment analysis for the equity markets," Papers 2404.00012, arXiv.org.
    26. Ko, Hyungjin & Lee, Jaewook, 2024. "Can ChatGPT improve investment decisions? From a portfolio management perspective," Finance Research Letters, Elsevier, vol. 64(C).
    27. Hanshuang Tong & Jun Li & Ning Wu & Ming Gong & Dongmei Zhang & Qi Zhang, 2024. "Ploutos: Towards interpretable stock movement prediction with financial large language model," Papers 2403.00782, arXiv.org.
    28. Udit Gupta, 2023. "GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models," Papers 2309.03079, arXiv.org.
    29. Van Pham & Scott Cunningham, 2024. "Can Base ChatGPT be Used for Forecasting without Additional Optimization?," Papers 2404.07396, arXiv.org, revised Jul 2024.
    30. Junwei Su & Shan Wu & Jinhui Li, 2024. "MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning," Papers 2401.14199, arXiv.org, revised Feb 2024.
    31. Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Damien Challet, 2024. "Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?," Papers 2401.05447, arXiv.org.
    32. Thomas R. Cook & Sophia Kazinnik & Anne Lundgaard Hansen & Peter McAdam, 2023. "Evaluating Local Language Models: An Application to Bank Earnings Calls," Research Working Paper RWP 23-12, Federal Reserve Bank of Kansas City.
    33. Dat Mai, 2024. "StockGPT: A GenAI Model for Stock Prediction and Trading," Papers 2404.05101, arXiv.org, revised Oct 2024.

  2. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

    Cited by:

    1. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
    2. Fišar, Miloš & Greiner, Ben & Huber, Christoph & Katok, Elena & Ozkes, Ali & Collaboration, Management Science Reproducibility, 2023. "Reproducibility in Management Science," OSF Preprints mydzv, Center for Open Science.
    3. Christoph Huber & Christian König-Kersting & Matteo M. Marini, 2022. "Experimenting with Financial Professionals," Working Papers 2022-07, Faculty of Economics and Statistics, Universität Innsbruck, revised Jun 2024.
    4. Dreber, Anna & Johannesson, Magnus, 2023. "A framework for evaluating reproducibility and replicability in economics," I4R Discussion Paper Series 38, The Institute for Replication (I4R).
    5. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel, 2022. "Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance," Working Papers hal-03810013, HAL.
    6. Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H. V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke, 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119(44), pages 1-8.
    7. Stephen A. Gorman & Frank J. Fabozzi, 2023. "Alternative risk premium: specification noise," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 459-473, October.

  3. Jules H. van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2020. "Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," NBER Working Papers 27843, National Bureau of Economic Research, Inc.

    Cited by:

    1. Foucault, Thierry & Frésard, Laurent, 2021. "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," CEPR Discussion Papers 15786, C.E.P.R. Discussion Papers.
    2. Jérôme Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Post-Print hal-02933315, HAL.
    3. Hoang, Daniel & Wiegratz, Kevin, 2022. "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics 158, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    4. Alejandro Lopez-Lira & Yuehua Tang, 2023. "Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models," Papers 2304.07619, arXiv.org, revised Sep 2024.
    5. Hanauer, Matthias X. & Kalsbach, Tobias, 2023. "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, vol. 55(C).
    6. Matthew Harding & Gabriel F. R. Vasconcelos, 2022. "Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?," Papers 2202.04218, arXiv.org.
    7. Zeyang Chen & Yu-Jane Liu & Juanjuan Meng & Zeng Wang, 2023. "What’s in a Face? An Experiment on Facial Information and Loan-Approval Decision," Management Science, INFORMS, vol. 69(4), pages 2263-2283, April.

Articles

  1. Jules H van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2023. "Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2361-2396.

    Cited by:

    1. Liu, Laura Xiaolei & Zhu, Yandi & Zhang, Xinyu & Zhang, Yingguang, 2023. "Expectation disarray: Analysts' growth forecast anomaly in China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).

  2. Lopez-Lira, Alejandro, 2021. "Why do managers disclose risks accurately? Textual analysis, disclosures, and risk exposures," Economics Letters, Elsevier, vol. 204(C).

    Cited by:

    1. Bingler, Julia Anna & Kraus, Mathias & Leippold, Markus & Webersinke, Nicolas, 2024. "How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk," Journal of Banking & Finance, Elsevier, vol. 164(C).
    2. Fabian Stephany & Leonie Neuhäuser & Niklas Stoehr & Philipp Darius & Ole Teutloff & Fabian Braesemann, 2022. "The CoRisk-Index: a data-mining approach to identify industry-specific risk perceptions related to Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-15, December.
    3. Xu, Xiaodong & Mu, Yayu & Wang, Juan, 2023. "Corporate risk and financial asset holdings," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2020-10-05 2023-01-23 2023-05-15. Author is listed
  2. NEP-BIG: Big Data (2) 2020-10-05 2023-05-15. Author is listed
  3. NEP-CMP: Computational Economics (2) 2020-10-05 2023-05-15. Author is listed
  4. NEP-RMG: Risk Management (1) 2023-01-23. Author is listed

Corrections

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To update listings or check citations waiting for approval, Alejandro Lopez-Lira should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

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