Machine learning, anomalies, and the expected market return: Evidence from China
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DOI: 10.1016/j.pacfin.2023.102168
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References listed on IDEAS
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More about this item
Keywords
Machine learning; Chinese stock market; Anomalies; Return predictability;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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