Kaiserslautern
Germany
Department of Financial Management - RPTU Kaiserslautern-Landau
SSRN RANKINGS
in Total Papers Downloads
Stock market anomalies, machine learning models, return prediction, transaction costs, asset pricing models.
International stock market, anomalies, machine learning models, market efficiency, publication impact.
Analysts, analysts' recommendations, anomalies, international stock markets, market efficiency JEL classifications: G12, G29, M41
Anomalies, machine learning models, efficient market hypothesis, asset pricing models
Earnings forecasts, analysts' forecasts, forecast evaluation, implied cost of capital, expected returns
Equity risk premium, stock market anomalies, machine learning models, return prediction
Analysts' predictable error, Analysts' forecasts, Momentum, Post-earnings announcement drift, Stock market anomaly
Mispricing, stock market anomalies, market efficiency, instrumented principal components analysis (IPCA)
sustainability, corporate social responsibility, corporate environmental responsibility, expected returns, financial performance, investor sentiment
