Anomalies and the Cross-Section of Expected Stock Returns: Disentangling Characteristic, Covariance, and Mis-pricing via Machine Learning

2020 ◽  
Author(s):  
Xiao Han
Keyword(s):  
Machine Learning ◽  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
The Cross

MVA and the Cross-Section of Expected Stock Returns

2001 ◽  
Vol 27 (3) ◽  
pp. 75-87 ◽  
Author(s):  
Ken C. Yook ◽  
George M. McCabe
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
The Cross
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