Narrow search
Showing 1 - 10 of 812
Cover Image
Machine learning and the stock market
Brogaard, Jonathan; Zareei, Abalfazl - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1431-1472
Persistent link: https://www.econbiz.de/10014309520
Cover Image
Uncovering sparsity and heterogeneity in firm-level return predictability using machine learning
Evgeniou, Theodoros; Guecioueur, Ahmed; Prieto, Rodolfo - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 8, pp. 3384-3419
Persistent link: https://www.econbiz.de/10014465424
Cover Image
Double machine learning : explaining the post-earnings announcement drift
Hansen, Jacob Hald; Siggaard, Mathias Voldum - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 3, pp. 1003-1030
Persistent link: https://www.econbiz.de/10015055398
Cover Image
International diversification with large- and small-cap stocks
Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 489-524
Persistent link: https://www.econbiz.de/10003729143
Cover Image
Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
Cover Image
Portfolio concentration and the performance of individual investors
Ivković, Zoran; Sialm, Clemens; Weisbenner, Scott J. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 613-655
Persistent link: https://www.econbiz.de/10003757789
Cover Image
Liquidity, investment style, and the relation between fund size and fund performance
Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 741-767
Persistent link: https://www.econbiz.de/10003757797
Cover Image
New evidence of asymmetric dependence structures in international equity markets
Okimoto, Tatsuyoshi - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 787-815
Persistent link: https://www.econbiz.de/10003757805
Cover Image
Long-term behavior of yield curves
Siegel, Andrew F. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 105-110
Persistent link: https://www.econbiz.de/10001047143
Cover Image
Information quality and market efficiency
Ho, Thomas S. Y. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001047149