Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference111 articles.
1. Arbitrage risk and the book-to-market anomaly;Ali;J. Financ. Econ.,2003
2. Value and momentum everywhere;Asness;J. Finance,2013
3. Machine learning versus economic restrictions: evidence from stock return predictability;Avramov;Manage. Sci.,2023
4. Liquidity and autocorrelations in individual stock returns;Avramov;J. Finance,2006
5. Enhancing stock market anomalies with machine learning;Azevedo;Rev. Quant. Financ. Account.,2023
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献