Lior Metzker

Hebrew University of Jerusalem

Mount Scopus

Jerusalem, Jerusalem 91905

Israel

  • Hebrew University of Jerusalem

SCHOLARLY PAPERS

2

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52

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Scholarly Papers (2)

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1.

Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

Management Science, Vol. 69, No. 5, 2023
Number of pages: 89 Posted: 18 Sep 2019 Last Revised: 09 May 2023
Doron Avramov, Si Cheng and Lior Metzker
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Hebrew University of Jerusalem
Downloads 3,625 (5,473)
Citation 47

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Machine Learning, Return Prediction, Neural Networks, Financial Distress, Fintech

2.

Integrating Factor Models

Journal of Finance, Vol. 78, No. 3, 2023
Number of pages: 127 Posted: 16 Sep 2021 Last Revised: 09 May 2023
Doron Avramov, Si Cheng, Lior Metzker and Stefan Voigt
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and University of Copenhagen
Downloads 1,093 (34,982)
Citation 15

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Factor models, Model integration, Posterior probability, Stock return predictability, Mispricing