Liya Chu

East China University of Science and Technology (ECUST)

Assistant Professor of Finance

Shanghai

China

SCHOLARLY PAPERS

2

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121

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Scholarly Papers (2)

1.

ESG and the Market Return

Number of pages: 51 Posted: 08 Jul 2021 Last Revised: 24 Jul 2021
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, East China University of Science and Technology (ECUST), Singapore Management University - Lee Kong Chian School of Business, The Chinese University of Hong Kong, Shenzhen and Washington University in St. Louis - John M. Olin Business School
Downloads 121 (283,806)

Abstract:

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ESG, Return Predictability, Partial Least Square, Elastic Net, Out-of-sample Forecast

2.

Investor Sentiment and Paradigm Shifts in Equity Return Forecasting

forthcoming in Management Science
Posted: 06 Jun 2019 Last Revised: 03 Dec 2020
Liya Chu, Xuezhong He, Kai Li and Jun Tu
East China University of Science and Technology (ECUST), University of Technology Sydney (UTS) - Finance Discipline Group, Business School, Macquarie Business School, Macquarie University and Singapore Management University - Lee Kong Chian School of Business

Abstract:

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Return predictability, Investors sentiment, Economic predictors, Non-fundamental predictors