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Can machine learning identify sector-level financial ratios that predict sector returns?
Kuppenheimer, Gregory; Shelly, Stuart; Strauss, Jack - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014525070
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Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
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Pricing within and across asset classes
Dobrynskaja, V. V. - In: Finance research letters 25 (2018), pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
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Distribution uncertainty and expected stock returns
Chae, Joon; Lee, Eun Jung - In: Finance research letters 25 (2018), pp. 55-61
Persistent link: https://www.econbiz.de/10012003434
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The political risk factor in emerging, frontier, and developed stock markets
Dimic, Nebojsa; Orlov, Vitaly; Piljak, Vanja - In: Finance research letters 15 (2015), pp. 239-245
Persistent link: https://www.econbiz.de/10011553237
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Green revenues and stock returns : cross-market evidence
Bassen, Alexander; Shu, Hao; Tan, Weiqiang - In: Finance research letters 52 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472040
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Climate policy uncertainty and the cross-section of stock returns
Sirimon Treepongkaruna; Chan, Kam Fong; Malik, Ihtisham - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473012
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Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie; He, Mengxi; Liao, Cunfei; Wang, Yudong - In: Finance research letters 55 (2023) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
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Long-term perspective on the stock market matters in asset pricing
Park, Heungju; Sohn, Bumjean - In: Finance research letters 16 (2016), pp. 162-170
Persistent link: https://www.econbiz.de/10011656148
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Mispricing, returns and the quest for parsimony
Rudkin, Wanling - In: Finance research letters 37 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012484942