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Tingting Cheng

University of California, Los Angeles (per OpenAlex) · ORCID · OpenAlex

8 papers in scope · 7 published · 1 on the econ.EM arXiv · 127 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Fei Liu
  2. Yayi Yan
  3. Jiti Gao
  4. Bin Peng
  5. Ayden Higgins
  6. Koen Jochmans
  7. Jiachen Cong
  8. Xuanbin Yang
  9. Minyuan Zhang
  10. Haoyuan Xu
  11. Wei Miao
  12. Geert Dhaene
  13. Carsten Jentsch
  14. Yanbo Liu
  15. Nan Liu
  16. Jad Beyhum
  17. Liang Chen
  18. Chongxian Zhu
  19. Marco Barassi
  20. Martin Weidner

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 8)

Binary Response Forecasting under a Factor-Augmented Framework
working paper2025 · arXiv
with Jiachen Cong, Fei Liu, Xuanbin Yang
Paper profile arXiv arXiv:2507.16462
Nonparametric predictive regression for stock return prediction
published2025 · Econometric Reviews · 2 citations · first circulated 2019
with Jiti Gao, Oliver Linton, Yayi Yan, Oliver B. Linton
Econometric Reviews
Is machine learning a necessity? A regression-based approach for stock return prediction
published2025 · Journal of Empirical Finance · 4 citations · first circulated 2023
with Shan Jiang, Albert Bo Zhao, Junyi Zhao
Journal of Empirical Finance
Complete subset averaging methods in corporate bond return prediction
published2023 · Finance research letters
with Shan Jiang, Albert Bo Zhao, Zhimin Jia
Finance research letters
Stock return prediction: Stacking a variety of models
published2022 · Journal of Empirical Finance · 31 citations
with Albert Bo Zhao
Journal of Empirical Finance
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
published2021 · Pacific-Basin Finance Journal · 74 citations
with Junli Liu, Wenying Yao, Albert Bo Zhao
Pacific-Basin Finance Journal
Factor-augmented forecasting regressions with threshold effects
published2021 · Econometrics Journal · 6 citations
with Yayi Yan
Econometrics Journal
FORECASTING STOCK PRICE INDEX BY MULTIPLE REGRESSION
published1990 · Managerial Finance · 10 citations
with Yi-Tzu Lo, Ke Ma
Managerial Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.