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Market efficiency in the age of big data. (2021). Nagel, Stefan ; Martin, Ian ; Ian, .
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:112960.

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Cited: 21

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  1. FinTech: a literature review of emerging financial technologies and applications. (2025). Kou, Gang ; Lu, Yang.
    In: Financial Innovation.
    RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00668-6.

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  2. Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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  3. Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets. (2024). Chun, Dohyun ; Kang, Jongho ; Kim, Jihun.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00648-w.

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  4. Equilibrium Data Mining and Data Abundance. (2024). Dugast, Jrme ; Foucault, Thierry.
    In: Post-Print.
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  5. From Man vs. Machine to Man + Machine: The art and AI of stock analyses. (2024). Jiang, Wei ; Cao, Sean ; Wang, Junbo ; Yang, Baozhong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001338.

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  6. The color of FinTech: FinTech and corporate green transformation in China. (2024). Shen, ME ; Hu, Yan ; Wu, Fei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001868.

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  7. Does Alternative Data Improve Financial Forecasting? The Horizon Effect. (2024). Foucault, Thierry ; Dessaint, Olivier ; Fresard, Laurent.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287.

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  8. The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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  9. Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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  10. Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad.
    In: Discussion Papers.
    RePEc:zbw:bubdps:062023.

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  11. Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring. (2023). Luo, Yang ; Yae, James.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00497-z.

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  12. On Discrete Probability Distributions to Grasp the Number of Samples in a Population. (2023). Yabu, Takuya.
    In: OSF Preprints.
    RePEc:osf:osfxxx:yv24f_v1.

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  13. On Discrete Probability Distributions to Grasp the Number of Samples in a Population. (2023). Yabu, Takuya.
    In: OSF Preprints.
    RePEc:osf:osfxxx:yv24f.

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  14. A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review. (2023). Mohamed, Norizan ; Napitupulu, Herlina.
    In: Risks.
    RePEc:gam:jrisks:v:11:y:2023:i:3:p:60-:d:1096925.

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  15. Promoting mineral resources consumption efficiency: Evidence from technology of big data. (2023). Ren, Daowen ; Yu, Huaying ; Wang, Jing ; Zhang, Jocelyn.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009212.

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  16. Do big data mutual funds outperform?. (2023). Zeng, Yamin ; Peng, Zezhi ; Zhang, Junsheng ; Yang, Haisheng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001105.

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  17. Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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  18. The Elasticity of Quantitative Investment. (2023). Davis, Carter.
    In: Papers.
    RePEc:arx:papers:2303.14533.

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  19. Machine learning methods in finance: Recent applications and prospects. (2022). Wiegratz, Kevin ; Hoang, Daniel.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:158.

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  20. Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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