Work

Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning

Year: 2024

Type: article

Source: European Finance Review

DOI: 10.1093/rof/rfae027

Authors: Yufeng Han, Ai He, David E Rapach, Guofu Zhou

Institutions: University of North Carolina at Charlotte, University of South Carolina, Federal Reserve Bank of Atlanta, Washington University in St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402028449

FWCI: 11.94

Cites: 54

Cited by: 46

Related to: 10