Does it pay to follow anomalies research? Machine learning approach with international evidence
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DOI: 10.1016/j.finmar.2020.100588
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More about this item
Keywords
Anomalies; Machine learning; International finance;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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