Rui Da 笪睿

Rui Da 笪睿

Bio

Rui Da joins Indiana University Kelley School of Business in 2023 as an Acting Assistant Professor in the finance department after finishing his PhD in Business from the University of Chicago Booth School of Business. His research focuses on asset pricing, machine learning and financial econometrics. His work has been published in Econometrica.

Interests
  • Financial Economics
  • Machine Learning in Finance
  • Financial Econometrics

Research Papers

Rui Da (2022). Market Efficiency with Many Investors.

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Rui Da, Stefan Nagel, Dacheng Xiu (2022). The Statistical Limit of Arbitrage.

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Rui Da, Dacheng Xiu (2021). When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility. in Econometrica.

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Rui Da, Dacheng Xiu (2021). Disentangling Autocorrelated Intraday Returns. revision requested by Journal of Econometrics.

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