Does Academic Research Destroy Stock Return Predictability?
On 17 May, 2017 By admin 0 Comments
R. DAVID MCLEAN, JEFFREY PONTIFF
June, 2017
Abstract:
Finance
… and the Cross-Section of Expected Returns
On 17 May, 2017 By admin 0 Comments
Campbell R. Harvey, Yan Liu, Heqing Zhu
October, 2014
Abstract:
Betting Against Correlation - Testing Theories of the Low-Risk Effect
On 17 May, 2017 By admin 0 Comments
Cloaked Trading
On 3 Apr, 2017 By admin 0 Comments
Lauren Cohen - Dong Lou - Christopher J. Malloy
December 2016
Abstract:
Deep Learning for Event-Driven Stock Prediction
On 30 Mar, 2017 By admin 0 Comments
Hedge Fund Flows and Name Gravitas
On 30 Mar, 2017 By admin 0 Comments
Testing for Competitive Effects of Common Ownership
On 30 Mar, 2017 By admin 0 Comments
Political Connections and the Informativeness of Insider Trades
On 6 Oct, 2016 By admin 0 Comments
The Kelly Criterion in Blackjack Sports Betting, and the Stock Market
On 6 Oct, 2016 By admin 0 Comments
SEC Order Approving the National Market System Plan to Implement a Tick
On 6 Oct, 2016 By admin 0 Comments