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A Study of Cross Sectional Stock Returns Using High-Dimensional SUR Model and Many Firm Level Characteristics.

Qingliang FanYong HanXiao-Ping (Steven) Zhang
Published in: GlobalSIP (2019)
Keyphrases
  • cross sectional
  • structural equation modeling
  • high dimensional
  • multiresolution
  • panel data
  • data sets
  • similarity measure
  • feature space
  • long term
  • image intensity
  • stock returns