1

Sparse Signals in the Cross-Section of Returns

Year:
2018
Language:
english
File:
PDF, 2.87 MB
english, 2018
3

Misinformed Speculators and Mispricing in the Housing Market

Year:
2016
Language:
english
File:
PDF, 1.95 MB
english, 2016
4

Sparse Signals in the Cross-Section of Returns

Year:
2015
Language:
english
File:
PDF, 857 KB
english, 2015
5

Feature Selection Risk

Year:
2014
Language:
english
File:
PDF, 1.76 MB
english, 2014
6

Estimating the Anomaly Baserate

Year:
2019
Language:
english
File:
PDF, 1.13 MB
english, 2019
8

When Fast Trading Looks Like Priced Noise

Year:
2015
Language:
english
File:
PDF, 1.57 MB
english, 2015