b'JIHONG SONG FRANCESCA TANG YUCHENG YANGEssays on Stock Return Statistical Machine Learning Macroeconomics andAnomalies, Sustainable Meets Social Science Heterogeneous Reality withInvesting, and Bank Risk- Advisor: Jianqing Fan Machine LearningTaking Joined Princeton University, Advisor: Christopher SimsAdvisor: Motohiro Yogo Post Doc Joined University of ZurichJoined Cubist SystematicStrategies15'