Forecasting stock market returns over multiple time horizons
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Cited by:
- Marcus Cordi & Serge Kassibrakis & Damien Challet, 2018.
"The market nanostructure origin of asset price time reversal asymmetry,"
Working Papers
hal-01966419, HAL.
- Marcus Cordi & Damien Challet & Serge Kassibrakis, 2019. "The market nanostructure origin of asset price time reversal asymmetry," Papers 1901.00834, arXiv.org.
- Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
- Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov, 2018. "An Endogenous Mechanism of Business Cycles," Papers 1803.05002, arXiv.org, revised Sep 2019.
- Marcus Cordi & Damien Challet & Serge Kassibrakis, 2021.
"The market nanostructure origin of asset price time reversal asymmetry,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(2), pages 295-304, February.
- Marcus Cordi & Damien Challet & Serge Kassibrakis, 2018. "The market nanostructure origin of asset price time reversal asymmetry," Post-Print hal-01966419, HAL.
- Marcus Cordi & Damien Challet & Serge Kassibrakis, 2019. "The market nanostructure origin of asset price time reversal asymmetry," Papers 1901.00834, arXiv.org, revised Apr 2020.
- Karl Naumann-Woleske & Michael Benzaquen & Maxim Gusev & Dimitri Kroujiline, 2021. "Capital Demand Driven Business Cycles: Mechanism and Effects," Papers 2110.00360, arXiv.org, revised Sep 2022.
- Qinkai Chen, 2021. "Stock Movement Prediction with Financial News using Contextualized Embedding from BERT," Papers 2107.08721, arXiv.org.
- Dong, Dayong & Yue, Sishi & Cao, Jiawei, 2020. "Site visit information content and return predictability: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
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