The cross-sectional pricing of corporate bonds using big data and machine learning
Year of publication: |
2020
|
---|---|
Authors: | Bali, Turan G. ; Goyal, Amit ; Huang, Dashan ; Jiang, Fuwei ; Wen, Quan |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | Machine learning | big data | corporate bond returns | cross-sectional return predictability | Künstliche Intelligenz | Artificial intelligence | Unternehmensanleihe | Corporate bond | Big Data | Big data | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Data Mining | Data mining |
Extent: | 1 Online-Ressource (circa 64 Seiten) Illustrationen |
---|---|
Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 20, 110 Georgetown McDonough School of Business Research Paper ; No. 3686164 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3686164 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Big data, accounting information, and valuation
Nissim, Doron, (2022)
-
Option return predictability with machine learning and big data
Bali, Turan G., (2021)
-
Goyenko, Ruslan, (2021)
- More ...
-
Investor sentiment aligned : a powerful predictor of stock returns
Huang, Dashan, (2015)
-
Investor Sentiment Aligned : A Powerful Predictor of Stock Returns
Huang, Dashan, (2019)
-
Cost Behavior and Stock Returns
Huang, Dashan, (2017)
- More ...