Double machine learning : explaining the post-earnings announcement drift
Year of publication: |
2024
|
---|---|
Authors: | Hansen, Jacob Hald ; Siggaard, Mathias Voldum |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 59.2024, 3, p. 1003-1030
|
Subject: | Künstliche Intelligenz | Artificial intelligence | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
-
Schnaubelt, Matthias, (2020)
-
Bharati, Rakesh, (2009)
-
On the information role of stock recommendation revisions
Altınkılıç, Oya, (2009)
- More ...
-
The Zoo of Variables Explaining the Post-Earnings Announcement Drift
Hansen, Jacob Hald, (2022)
-
Keeping Your Cool : An Attention Driven Buying Pressure After Earnings News
Hansen, Jacob Hald, (2020)
-
A machine learning approach to volatility forecasting
Christensen, Kim, (2021)
- More ...