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Jonathan Chassot
Jonathan Chassot
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Title
Cited by
Cited by
Year
How does post-earnings announcement sentiment affect firms’ dynamics? New evidence from causal machine learning
F Audrino, J Chassot, C Huang, M Knaus, M Lechner, JP Ortega
Journal of Financial Econometrics 22 (3), 575-604, 2024
22024
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
F Audrino, J Chassot
arXiv preprint arXiv:2406.08041, 2024
2024
Constructing Efficient Simulated Moments Using Temporal Convolutional Networks
J Chassot, MD Creel
BSE, Barcelona School of Economics, 2023
2023
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Articles 1–3