The Joint Cross Section of Option and Stock Returns Predictability with Big Data and Machine Learning

SSRN Electronic Journal ◽

10.2139/ssrn.3747238 ◽

2020 ◽

Author(s):

Ruslan Goyenko ◽

Chengyu Zhang

Keyword(s):

Machine Learning ◽

Big Data ◽

Stock Returns ◽

Cross Section ◽

Returns Predictability

Download Full-text

How Do We Predict Stock Returns in the Cross-Section with Machine Learning?

2020 3rd Artificial Intelligence and Cloud Computing Conference ◽

10.1145/3442536.3442547 ◽

2020 ◽

Author(s):

Masaya Abe ◽

Kei Nakagawa

Keyword(s):

Machine Learning ◽

Stock Returns ◽

Cross Section ◽

The Cross

Download Full-text

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

SSRN Electronic Journal ◽

10.2139/ssrn.3604970 ◽

2020 ◽

Author(s):

Xiao Han

Keyword(s):

Machine Learning ◽

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

The Cross

Download Full-text

The cross-section of Indian stock returns: evidence using machine learning

Applied Economics ◽

10.1080/00036846.2021.1982132 ◽

2021 ◽

pp. 1-15

Author(s):

Vaibhav Lalwani ◽

Vedprakash Vasantrao Meshram

Keyword(s):

Machine Learning ◽

Stock Returns ◽

Cross Section ◽

The Cross

Download Full-text

Advanced Interpretable Machine Learning Methods for Clinical NGS Big Data of Complex Hereditary Diseases

10.3389/978-2-88966-274-6 ◽

2020 ◽

Keyword(s):

Machine Learning ◽

Big Data ◽

Hereditary Diseases ◽

Learning Methods ◽

Machine Learning Methods ◽

Interpretable Machine Learning

Download Full-text

Seasonality in the Cross-Section of Stock Returns

CFA Digest ◽

10.2469/dig.v38.n3.24 ◽

2008 ◽

Vol 38 (3) ◽

pp. 55-56

Author(s):

Kathryn Dixon Jost

Keyword(s):

Stock Returns ◽

Cross Section ◽

The Cross

Download Full-text

As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns

CFA Digest ◽

10.2469/dig.v46.n3.12 ◽

2016 ◽

Vol 46 (3) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Stock Returns ◽

Cross Section ◽

Trade Credit ◽

The Cross

Download Full-text

Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

CFA Digest ◽

10.2469/dig.v45.n3.14 ◽

2015 ◽

Vol 45 (3) ◽

Author(s):

Claire Emory

Keyword(s):

Stock Returns ◽

Mutual Funds ◽

Cross Section ◽

The Cross

Download Full-text

Seasonality in the Cross Section of Stock Returns: The International Evidence

CFA Digest ◽

10.2469/dig.v41.n2.9 ◽

2011 ◽

Vol 41 (2) ◽

pp. 46-48

Author(s):

Vipul K. Bansal

Keyword(s):

Stock Returns ◽

Cross Section ◽

International Evidence ◽

The Cross

Download Full-text

Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

CFA Digest ◽

10.2469/dig.v39.n3.42 ◽

2009 ◽

Vol 39 (3) ◽

pp. 75-77

Author(s):

Chirag B. Patel

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

The Cross

Download Full-text

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

CFA Digest ◽

10.2469/dig.v48.n4.6 ◽

2018 ◽

Vol 48 (4) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Uncertainty ◽

The Cross

Download Full-text