Lior Metzker

Hebrew University of Jerusalem

Mount Scopus

Jerusalem, Jerusalem 91905

Israel

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 23,816

in Total Papers Downloads

2,952

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (2)

1.

Machine Learning versus Economic Restrictions: Evidence from Stock Return Predictability

Management Science, Accepted
Number of pages: 89 Posted: 18 Sep 2019 Last Revised: 02 Oct 2021
Doron Avramov, Si Cheng and Lior Metzker
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance and Hebrew University of Jerusalem
Downloads 2,380 (8,250)
Citation 9

Abstract:

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

2.

Integrating Factor Models

Journal of Finance, Forthcoming
Number of pages: 87 Posted: 16 Sep 2021 Last Revised: 27 Jan 2022
Doron Avramov, Si Cheng, Lior Metzker and Stefan Voigt
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance, Hebrew University of Jerusalem and University of Copenhagen
Downloads 572 (66,110)

Abstract:

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