United Kingdom
City University London - Bayes Business School
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Earnings Forecasts, Machine Learning, Investment Strategies
Short-seller Research, Real Investment, Asset Pricing, Real Impact of Financial Markets, Analysts Expectations
price dispersion, return predictability, earnings growth, value premium, cross-sectional models
Beta Anomaly, Morningstar Ratings, Mutual Funds, Risk Shifting, Idiosyncratic Volatility, Skewness, Demand System
Analysts’ Expectation Bias, Investment Strategies, Classifications, Out-of-sample Forecasts,Classifications, Permutation Feature Importance, Consumption, Intermediary, Analysts’ Forecast Errors, Disagreement, Macroeconomic Variables, Supported Vector Machine, Decision Tree, Random Forest
subjective expectation, price dispersion, learning, mispricing, revisions