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Asset Pricing via Adaptive Dual-Graph in Chinese Stock Market

https://doi.org/10.2139/ssrn.6840248
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Common risk factors in the returns on stocks and bonds
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Better to give than to receive: Predictive directional measurement of volatility spillovers
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Price graphs: Utilizing the structural information of financial time series for stock prediction
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CEO media exposure, political connection and Chinese firms' stock price synchronicity
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Multifactor conditional equity premium model: Evidence from China's stock market
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Estimating latent asset-pricing factors
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Autoencoder Asset Pricing Models
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Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China
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A five-factor asset pricing model
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Size and value in China
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Characteristics are covariances: A unified model of risk and return
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Shrinking the cross-section
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Machine learning in the Chinese stock market
inferredcites →https://doi.org/10.1016/s0304-405x(00)00071-4openalex-snapshot
The information content of stock markets: why do emerging markets have synchronous stock price movements?
inferredcites →https://doi.org/10.1073/pnas.1015564108openalex-snapshot
Network structure of production
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Innovation network
inferredcites →https://doi.org/10.1086/261749openalex-snapshot
Implications of Security Market Data for Models of Dynamic Economies
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Deep Learning for Mortgage Risk*
inferredcites →https://doi.org/10.1093/rfs/hhaa009openalex-snapshot
Empirical Asset Pricing via Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhaa017openalex-snapshot
Factor Timing
inferredcites →https://doi.org/10.1093/rfs/hhaa020openalex-snapshot
Factors That Fit the Time Series and Cross-Section of Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhaa102openalex-snapshot
Arbitrage Portfolios
inferredcites →https://doi.org/10.1093/rfs/hht065openalex-snapshot
Investor Networks in the Stock Market
inferredcites →https://doi.org/10.1093/rof/rfaa004openalex-snapshot
An Augmented q -Factor Model with Expected Growth
inferredcites →https://doi.org/10.1109/tnnls.2020.2978386openalex-snapshot
A Comprehensive Survey on Graph Neural Networks
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-snapshot
Presidential Address: Discount Rates
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Spillover effects within supply chains: Evidence from Chinese‐listed firms
inferredcites →https://doi.org/10.1111/jofi.12612openalex-snapshot
Interpreting Factor Models
inferredcites →https://doi.org/10.1111/jofi.12684openalex-snapshot
Networks in Production: Asset Pricing Implications
inferredcites →https://doi.org/10.1111/jofi.13197openalex-snapshot
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
inferredcites →https://doi.org/10.1111/jofi.13477openalex-snapshot
Forest through the Trees: Building Cross‐Sections of Stock Returns
inferredcites →https://doi.org/10.1145/3336191.3371845openalex-snapshot
DySAT
inferredcites →https://doi.org/10.1257/jep.28.4.23openalex-snapshot
From Micro to Macro via Production Networks
inferredcites →https://doi.org/10.1287/mnsc.2023.4695openalex-snapshot
Deep Learning in Asset Pricing
inferredcites →https://doi.org/10.1609/aaai.v34i04.5984openalex-snapshot
EvolveGCN: Evolving Graph Convolutional Networks for Dynamic Graphs
inferredcites →https://doi.org/10.3724/sp.j.1383.304014openalex-snapshot
Firm Characteristics and Chinese Stocks
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