01이 칸의 논문
- Intraday Market Return Predictability Culled from the Factor Zoo
- How and When Are High-Frequency Stock Returns Predictable?
- Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
- Bimodal Characteristic Returns and Predictability Enhancement via Machine Learning
- Brand Capital and Stock Price Crash Risk
02같은 주제, 다른 방법
- Time Variation in Extrapolation and Anomalies
- Macroeconomic Announcements and the News That Matters Most to Investors
- Investing in Growth Stocks: Bimodal Payoff Distribution and Expected Returns
- Superstition Everywhere
- Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19
- Market Returns and a Tale of Two Types of Attention
- Temperature Sensitivity, Mispricing, and Predictable Returns
- Ethnic Investing and the Value of Firms
- Nominal Prices, Retail Investor Participation, and Return Momentum
- The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns