“ Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals with Andrew Detzel, Hong Liu, Guofu Zhou and Yingzi Zhu. Forthcoming Financial Management.
"Industry Return Predictabiltiy: A Machine Learning Approach. The Journal of Financial Data Science. with David Rapach, Jun Tu and Guofu Zhou.
“Do High-Speed Railways Lead to Urban Economic Growth in China”. with Hongchang Li and Liu Lu, Quarterly Review of Economics and Finance. Vol. 69, August 2018, 70-89
“There are Two Very Different Accruals Anomalies.” With Andrew Detzel and Philipp Schaberl. European Financial Management. September 2018.
“Adding Value in Student Managed Funds: Benchmark and Sector Selection” with Chris Hughen and JP Tremblay, Journal of Trading Winter 2018, 13 (1) 27-34.
"Combination Forecasts of Industry Book-to-Market Generates OOS Predictability & Portfolio Allocation" with Andrew Detzel. Review of Finance. July 2017
“Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures Effective in Selecting Firms and Sectors? With Chris Hughen. The Journal of Portfolio Management, Spring 2017, 43:3, 87-101.
“Can We Count on Accounting Fundamentals for Industry Portfolio Allocation? With Justin Lallemand.” Summer 2016, Journal of Portfolio Management. 42:4 70-87.
“Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms” with Naresh Bansal. Journal of Economics and Finance: Vol (1) (2015), 1-22.
“MENA Economic Environment.” Forthcoming in Middle Eastern Business Environments. Morris A Kalliny and Mamoun Benmamou eds. Cognella Publishing, CA. 2015.
“International Stock Return Predictability: What is the Role of the United States? With David Rapach and Goufu Zhou. Journal of Finance, 1633-1662, August 2013
“Allies Not Enemies: How Latino Immigration Boosts African American Employment and Wages.” American Immigration Council. June 2013. http://immigrationpolicy.org/perspectives/allies-not-enemies-how-latino-immigration-boosts-african-american-employment-and-wages.
CFA Review of "International Stock Return Predictability: What Is the Role of the United States?". CFA Digest. Nov 2013 with David Rapach and Guofu Zhou.
“Does Housing Drive State-Level Job Growth?: Building Permits & Consumer Expectations Forecast a State's Economic Activity.” Journal of Urban Economics, 2013 (1) 77-93.
“Forecasting US state-level employment growth: An amalgamation approach.” With David Rapach. Journal of International Forecasting. Vol. 28, 2. 2012, April–June 2012, 315–327.
“How Predictable is the Chinese Stock Market?” with Fuwei Jiang, David Rapach, Jun Tu and Goufu Zhou. Best Paper Award at The Chinese Finance Association, NYC, Oct. 2010. Journal of Financial Research, China. 9, 2011, 107-121. #1 Chinese Finance Journal.
“Predicting Market Components Out of Sample: Asset Allocation Implications.” With David E. Rapach and Guofu Zhou. Journal of Portfolio Management. 2011. Vol. 37, 4: pp. 29-41
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