Mao Ye

Finance · with O’Hara · 2009–2018

A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 64 citations into it; #7,359 of 10,518 by trust here, #3,946 by citations
• Economics and Econometrics — 45 citations into it; #17,878 of 23,481 by trust here, #17,346 by citations
• Statistics and Probability — 12 citations into it

Whom Mao Ye trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Harrison G. Hong
2. Trevor Park
3. Jerome H. Friedman
4. Tobias J. Moskowitz

Who trusts Mao Ye overall

1. Maureen O’Hara
2. Ricardo P. Masini
3. Eduardo F. Mendes
4. Marcelo C. Medeiros

Papers from Mao Ye's perspective

Ordered by how strongly the researchers Mao Ye trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regularization Paths for Generalized Linear Models via Coordinate Descent
2. LASSO-TYPE RECOVERY OF SPARSE REPRESENTATIONS FOR HIGH-DIMENSIONAL DATA
3. The Bayesian Lasso
4. Time Series Momentum
5. Do industries lead stock markets
6. Regression Shrinkage and Selection via the Lasso
7. Asymptotics for lasso-type estimators
8. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
9. [Least Angle Regression]: Discussion
10. The Cross-Section of Volatility and Expected Returns

Their papers

• Sparse Signals in the Cross‐Section of Returns (2018) — 215 citations
• What's Not There: Odd Lots and Market Data (2014) — 202 citations
• Is Market Fragmentation Harming Market Quality (2009) — 512 citations