Songrun He

Washington University in St. Louis — United States

Economics, Econometrics and Finance · Social Sciences

3h-index40citations12works1.42yr avg
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Research Topics

Financial Markets and Investment Strategies(7), Housing Market and Economics(3), Monetary Policy and Economic Impact(2), Topic Modeling(2), Banking stability, regulation, efficiency(2)

Publications12 total

Instruction Tuning Chronologically Consistent Language Models
arXiv (Cornell University)·2025Open Access
Chronologically Consistent Large Language Models
arXiv (Cornell University)·2025Open Access
Chronologically Consistent Generative AI
SSRN Electronic Journal·2025Open Access
Chronologically Consistent Large Language Models
SSRN Electronic Journal·2025· 4 citedOpen Access
Empirical Asset Pricing with Probability Forecasts
SSRN Electronic Journal·2024· 3 citedOpen Access
How Accurate Are Survey Forecasts on the Market?
SSRN Electronic Journal·2023Open Access
Fundamentals of Perpetual Futures
arXiv (Cornell University)·2022Open Access
ETFs, Anomalies and Market Efficiency
SSRN Electronic Journal·2022· 11 citedOpen Access
Principal Portfolios: The Multi-Signal Case
SSRN Electronic Journal·2022· 1 citedOpen Access
Fundamentals of Perpetual Futures
SSRN Electronic Journal·2022· 19 citedOpen Access
Company Announcements and Stock Returns
Knowledge@UChicago (University of Chicago)·2021Open Access
Pricing Error Reversal: A Diagnostic Test of Asset Pricing Models
SSRN Electronic Journal·2018· 2 citedOpen Access

Frequent Co-authors

Liangyu Lv(4), Asaf Manela(4), Jinlin Wu(3), Guofu Zhou(3), Asaf Manela(2), Omri Ross(2), Victor von Wachter(2), Ilias Filippou(1), Sophia Zhengzi Li(1), Linying Lv(1), Ai He(1), Dashan Huang(1), Ming Yuan(1), Jiaen Li(1), Jimmy Ming‐Tai Wu(1)