SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
16 references·1 citing·22 second hop
Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases (2020)Man vs. Machine Learning: The Term Struct…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Information Rigidity and the …A five-factor asset pricing model (2014)A five-factor asset pricing m…The other side of value: The gross profitability premium (2013)The other side of value: The …Organization Capital and the Cross‐Section of Expected Returns (2013)Organization Capital and the …Asset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…Market Reactions to Tangible and Intangible Information (2006)Market Reactions to Tangible …Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Accounting valuation, market expectation, and cross-sectional stock returns (1998)Accounting valuation, market …Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Expectations and the Cross-Section of Stock Returns (1996)Expectations and the Cross-Se…Commonality in the determinants of expected stock returns (1996)Commonality in the determinan…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…Noise in Expectations: Evidence from Analyst Forecasts (2021)Noise in Expectations: Eviden…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Comparing Predictive Accuracy (1994)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)Media Coverage and the Cross‐section of Stock Returns (2009)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Investor Psychology and Asset Pricing (2001)The short of it: Investor sentiment and anomalies (2011)Innovative efficiency and stock returns (2012)Hedging Climate Change News (2019)Dissecting green returns (2022)Do Shareholders Benefit from Green Bonds? (2018)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 2013The other side of value: The gross profitability premium1,977 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited
  • 2015Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts1,145 cited
  • 1998Accounting valuation, market expectation, and cross-sectional stock returns1,083 cited
  • 1996Commonality in the determinants of expected stock returns1,066 cited
  • 2013Organization Capital and the Cross‐Section of Expected Returns1,005 cited
  • 2006Market Reactions to Tangible and Intangible Information994 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1996Expectations and the Cross-Section of Stock Returns982 cited
  • Cited by

    • 2021Noise in Expectations: Evidence from Analyst Forecasts19 cited