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Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Du, Jin, Walter, Alexander, Ulrich, Maxim
Format:	Preprint
Publié:	2026
Sujets:	Statistical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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