default author photo

Zezhou Wang

The School of Management, Hefei University of Technology

193 Tunxi Road

Hefei, Anhui 230009

China

  • The School of Management, Hefei University of Technology

SCHOLARLY PAPERS

1

DOWNLOADS

124

TOTAL CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Mixed Frequency Deep Factor Asset Pricing with Multi-Source Heterogeneous Information on Policy Guidance

Number of pages: 28 Posted: 07 Dec 2022 Last Revised: 18 Jan 2023
Zezhou Wang, Qifa Xu and Cuixia Jiang
The School of Management, Hefei University of Technology, The School of Management, Hefei University of Technology and The School of Management, Hefei University of Technology
Downloads 124 (588,531)

Abstract:

Loading...

Asset pricing, Multi-source heterogeneous information, Policy guidance, Mixed data sampling (MIDAS), Deep learning, Latent factor model