Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
Fuente:
arXiv
Guardado en:
| Autores principales: | Du, Jin, Walter, Alexander, Ulrich, Maxim |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
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