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Alejandro Lopez-Lira
Alejandro Lopez-Lira
Assistant Professor of Finance, University of Florida
Verified email at warrington.ufl.edu - Homepage
Title
Cited by
Cited by
Year
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
A Lopez-Lira, Y Tang
Return Predictability and Large Language Models (April 6, 2023), 2023
156*2023
Man vs Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
JH van Binsbergen, X Han, A Lopez-Lira
The Review of Financial Studies 10, 2022
92*2022
Risk factors that matter: Textual analysis of risk disclosures for the cross-section of returns
A Lopez-Lira
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2023
632023
PIXIU: A Comprehensive Benchmark, Instruction Dataset and Large Language Model for Finance
Q Xie, W Han, X Zhang, Y Lai, M Peng, A Lopez-Lira, J Huang
Thirty-seventh Conference on Neural Information Processing Systems Datasets …, 2023
47*2023
Non-Standard Errors
A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ...
47*2021
Do Common Factors Really Explain the Cross-Section of Stock Returns?
A Lopez-Lira, NL Roussanov
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020
282020
Why do managers disclose risks accurately? Textual analysis, disclosures, and risk exposures
A Lopez-Lira
Economics Letters 204, 109896, 2021
142021
Textual analysis of short-seller research reports, stock prices, and real investment
JH van Binsbergen, X Han, A Lopez-Lira
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021
62021
Empowering Many, Biasing a Few: Generalist Credit Scoring through Large Language Models
D Feng, Y Dai, J Huang, Y Zhang, Q Xie, W Han, A Lopez-Lira, H Wang
arXiv preprint arXiv:2310.00566, 2023
52023
Peer-reviewed theory does not help predict the cross-section of stock returns
AY Chen, A Lopez-Lira, T Zimmermann
arXiv preprint arXiv:2212.10317, 2022
22022
The FinBen: An Holistic Financial Benchmark for Large Language Models
Q Xie, W Han, Z Chen, R Xiang, X Zhang, Y He, M Xiao, D Li, Y Dai, ...
arXiv preprint arXiv:2402.12659, 2024
12024
Dolares or Dollars? Unraveling the Bilingual Prowess of Financial LLMs Between Spanish and English
X Zhang, R Xiang, C Yuan, D Feng, W Han, A Lopez-Lira, XY Liu, ...
arXiv preprint arXiv:2402.07405, 2024
12024
Follow the Pipeline: Anticipatory Effects of Proposed Regulations
S Chang, J Kalmenovitz, A Lopez-Lira
Follow the Pipeline: Anticipatory Effects of Proposed Regulations: Chang …, 2023
12023
No Language is an Island: Unifying Chinese and English in Financial Large Language Models, Instruction Data, and Benchmarks
G Hu, K Qin, C Yuan, M Peng, A Lopez-Lira, B Wang, S Ananiadou, W Yu, ...
arXiv preprint arXiv:2403.06249, 2024
2024
What If Option Closing Prices Were Trustworthy? A Machine Learning Approach
A Lopez-Lira, M Nimalendran, M Son
A Machine Learning Approach (March 1, 2023), 2023
2023
Demand-Driven Risk and the Cross-Section of Expected Returns
A Lopez-Lira
Available at SSRN 3403863, 2019
2019
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