Reference health
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
52/52 checkable references clean · checked 2026-10-17
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 52 checked references that resolve
resolves10.1287/mnsc.2022.4449
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
resolves10.1093/rfs/hhm055
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
resolves10.2139/ssrn.4802331
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Reassessing Sources of Risk Premiums&nbsp;<span>in Currency Markets</span>
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resolves10.1016/j.ijforecast.2018.09.006
Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives
resolves10.1080/01621459.2013.801775
Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1093/rfs/hhx019
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
resolves10.1016/j.jfineco.2016.01.029
A trend factor: Any economic gains from using information over investment horizons?
resolves10.1017/S0022109010000451
Seasonality in the Cross Section of Stock Returns: The International Evidence
resolves10.1093/revfin/hhm003
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1093/rfs/hhw102
Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1093/rfs/hhp063
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
resolves10.1016/j.jfineco.2010.08.011
Jump risk, stock returns, and slope of implied volatility smile
The 4 references without a DOI — listed, not checked
no DOI — not checkedEconomic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance
no DOI — not checkedMachine Learning in Asset Pricing
no DOI — not checked2026051407231951500_rfae027-B46
no DOI — not checkedMachine Learning for Asset Management: New Developments and Financial Applications
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