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1
Missing values handling for machine learning portfolios
Chen, Andrew Y.
;
McCoy, Jack
- In:
Journal of financial economics
155
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015072208
Saved in:
2
Stock returns after major price shocks : the impact of information
Savor, Pavel
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
Saved in:
3
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
4
Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong
;
Eaton, Gregory W.
;
Paye, Bradley S.
- In:
Journal of financial economics
130
(
2018
)
1
,
pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
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5
How does the stock market absorb shocks?
Frank, Murray Z.
;
Sanati, Ali
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 136-153
Persistent link: https://www.econbiz.de/10011982171
Saved in:
6
Anomalies across the globe : once public, no longer existent?
Jacobs, Heiko
;
Müller, Sebastian
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 213-230
Persistent link: https://www.econbiz.de/10012431394
Saved in:
7
News as sources of jumps in stock returns : evidence from 21 million news articles for 9000 companies
Jeon, Yoontae
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013473803
Saved in:
8
Machine learning in the Chinese stock market
Leippold, Markus
;
Wang, Qian
;
Zhou, Wenyu
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 64-82
Persistent link: https://www.econbiz.de/10013473835
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9
A picture is worth a thousand words : measuring investor sentiment by combining machine learning and photos from news
Obaid, Khaled
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 273-297
Persistent link: https://www.econbiz.de/10013407092
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10
Charting by machines
Murray, Scott
;
Xia, Yusen
;
Xiao, Houping
- In:
Journal of financial economics
153
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015072059
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