Investment styles and the multiple testing of cross-sectional stock return predictability-Reference-Cited by-同舟云学术

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Investment styles and the multiple testing of cross-sectional stock return predictability

Published:2021-11 Issue: Volume:56 Page:100598
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Vincent Kendro,Hsu Yu-Chin,Lin Hsiou-Wei

Funder

Zhongnan University of Economics and Law

Ministry of Science and Technology of Taiwan

Academia Sinica

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference99 articles.

1. Data Mining: the Textbook;Aggarwal,2015

2. Finding generalized projected clusters in high dimensional spaces;Aggarwal,2000

3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

4. Empirical evidence on capital investment, growth options, and security returns;Anderson;J. Finance,2006

5. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

Cited by 2 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

1. Machine learning for US cross-industry return predictability under information uncertainty;Research in International Business and Finance;2023-01

2. The Informativeness of Balance Sheet Disaggregations: Evidence from Forecasting Operating Assets;SSRN Electronic Journal;2023

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