Du, J., Walter, A., & Ulrich, M. (2026). Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO.
Chicago Style (17th ed.) CitationDu, Jin, Alexander Walter, and Maxim Ulrich. Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. 2026.
MLA (9th ed.) CitationDu, Jin, et al. Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. 2026.
Warning: These citations may not always be 100% accurate.