Fundamental characteristics, machine learning, and stock price crash risk
Year of publication: |
2024
|
---|---|
Authors: | Jiang, Fuwei ; Ma, Tian ; Zhu, Feifei |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 2014997-9. - Vol. 69.2024, Art.-No. 100908, p. 1-22
|
Subject: | Big data | Crash risk | Fundamental characteristics | Machine learning | Künstliche Intelligenz | Artificial intelligence | Börsenkurs | Share price | Finanzkrise | Financial crisis | Big Data |
-
A bibliometric analysis of machine learning econometrics in asset pricing
Zapata, Hector O., (2022)
-
Amstad, Marlene, (2021)
-
Fictional expectations and the global media in the Greek debt crisis : a topic modeling approach
Daniel, Volker, (2018)
- More ...
-
Fundamental Characteristics, Machine Learning and Stock Price Crash Risk
Ma, Tian, (2022)
-
Timing the Factor Zoo via Deep Learning : Evidence from China
Ma, Tian, (2022)
-
A Latent Factor Model for the Chinese Stock Market
Ma, Tian, (2022)
- More ...