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How Many Firm Characteristics Drive US Stock Returns? · Study

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PreprintHow Many Firm Characteristics Drive US Stock Returns?

Yufeng Han2018

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Preprintgreen2018

How Many Firm Characteristics Drive US Stock Returns?

Yufeng Han · Ai He · David E. Rapach · Guofu Zhou

25 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2014A five-factor asset pricing model 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

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2023Stock picking with machine learning 2016...And Nothing Else Matters? On the Dimensionality and Predictability of International Stock Returns 2018Deep Learning Factor Alpha

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Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.3185335

openalex_workW2889744095

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