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Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
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inferred← citeshttps://doi.org/10.1093/rapstu/raaa024openalex-snapshot
Multifactor Models and Their Consistency with the APT
inferred← citeshttps://doi.org/10.1093/rfs/hhae003openalex-snapshot
Missing Data in Asset Pricing Panels
inferred← citeshttps://doi.org/10.1093/rfs/hhz085openalex-snapshot
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
inferred← citeshttps://doi.org/10.1093/rof/rfae027openalex-snapshot
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
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A grouping-based AdaBoost method for factor investing
inferred← citeshttps://doi.org/10.1111/acfi.12736openalex-snapshot
Do Accounting Information and Market Environment Matter for Cross-Asset Predictability?
inferred← citeshttps://doi.org/10.1111/eufm.12247openalex-snapshot
Idiosyncratic momentum and the cross‐section of stock returns: Further evidence
inferred← citeshttps://doi.org/10.1111/risa.14265openalex-snapshot
Dissecting climate change risk and financial market instability: Implications for ecological risk management
inferred← citeshttps://doi.org/10.1142/s3082844926300024openalex-snapshot
Recent Developments in Quantitative Investing: Evolving Theory from the Financial to Responsible Perspective and Machine Learning Tools
inferred← citeshttps://doi.org/10.1177/21576203261457355openalex-snapshot
Moderate and Useful: The Performance of Quality Factor in Chinese Market
inferred← citeshttps://doi.org/10.1287/mnsc.2018.3259openalex-snapshot
Information Aggregation and P-Hacking
inferred← citeshttps://doi.org/10.1287/mnsc.2020.3852openalex-snapshot
Unspanned Global Macro Risks in Bond Returns
inferred← citeshttps://doi.org/10.1287/mnsc.2021.4020openalex-snapshot
Scaled PCA: A New Approach to Dimension Reduction
inferred← citeshttps://doi.org/10.1287/mnsc.2024.07169openalex-snapshot
ESG and the Stock Market: Is ESG Exposure Systematic?
inferred← citeshttps://doi.org/10.1371/journal.pone.0272521openalex-snapshot
An analysis of machine learning risk factors and risk parity portfolio optimization
inferred← citeshttps://doi.org/10.1371/journal.pone.0296105openalex-snapshot
Carbon price prediction based on a scaled PCA approach
inferred← citeshttps://doi.org/10.2139/ssrn.4848655openalex-snapshot
Decoding Cross-Stock Predictability:Peer Strength versus Firm-Peer Disparities
inferred← citeshttps://doi.org/10.2139/ssrn.4849902openalex-snapshot
Dual Industry Effects and Cross-Stock Predictability
inferred← citeshttps://doi.org/10.2139/ssrn.5006789openalex-snapshot
Macroeconomic Belief Distortions in Bond Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5030128openalex-snapshot
Which Factors Matter in the Pricing Kernel?
inferred← citeshttps://doi.org/10.2139/ssrn.5037544openalex-snapshot
Commodity Tails and Bond Risk Premia
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Option Price Improvements Are Higher Than You Think
inferred← citeshttps://doi.org/10.2139/ssrn.5140293openalex-snapshot
Improving Hedge Fund Return Prediction: Dealing with Missing Data via Deep Learning
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Macro Tail Risk and Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5340983openalex-snapshot
Data-mined Anomalies and the Expected Market Return
inferred← citeshttps://doi.org/10.2139/ssrn.5492321openalex-snapshot
Commodity Inflation Risk: Explaining Commodity Returns and Predicting Equity Premium
inferred← citeshttps://doi.org/10.2139/ssrn.7593226openalex-snapshot
A Tale of Two Types of Tail Risk and Market Returns
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Accounting Fundamentals and Systematic Risk: Corporate Failure over the Business Cycle
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Structural Equation Modeling in Archival Capital Markets Research: An Empirical Application to Disclosure and Cost of Capital
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Forecasting Carbon Price Using Double Shrinkage Methods
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Determining Force behind Value Premium: The Case of Financial Leverage and Operating Leverage
inferred← citeshttps://doi.org/10.3724/sp.j.1383.304014openalex-snapshot
Firm Characteristics and Chinese Stocks
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