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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, nbac018, 2022
12022
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