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Predicting Winner and Loser Stocks: A Classification Approach to Return-Based Anomalies

https://doi.org/10.2139/ssrn.4718606
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Profitability, investment and average returns
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Seasonality in the cross-section of stock returns☆
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The Cross-Section of Risk and Returns
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Editor's Choice … and the Cross-Section of Expected Returns
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The Cross-section of Expected Stock Returns
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Dissecting Characteristics Nonparametrically
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How Robust are Empirical Factor Models to the Choice of Breakpoints?
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Stock Distribution and Risk Premia Predictability with Quantile Machine Learning
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Reversing the Trend of Short-Term Reversal
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