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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: 14

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Cites: 37

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    In: Risks.
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  7. 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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  8. 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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  9. Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana.
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  10. The Elasticity of Quantitative Investment. (2023). Davis, Carter.
    In: Papers.
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  11. Machine learning methods in finance: Recent applications and prospects. (2022). Wiegratz, Kevin ; Hoang, Daniel.
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  12. 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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Cocites

Documents in RePEc which have cited the same bibliography

  1. Market efficiency in the age of big data. (2022). Martin, Ian ; Nagel, Stefan ; Ian, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:1:p:154-177.

    Full description at Econpapers || Download paper

  2. 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.

    Full description at Econpapers || Download paper

  3. Asymptotic behavior of Bayesian learners with misspecified models. (2021). Pouzo, Demian ; Esponda, Ignacio ; Yamamoto, Yuichi.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000776.

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  4. (Machine) learning parameter regions. (2021). Nesbit, James ; Montiel, Jose Luis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:1:p:716-744.

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  5. Machine Learning for Strategic Inference. (2021). Cho, Inkoo ; Libgober, Jonathan.
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  6. Algorithmic Collusion: Supra-competitive Prices via Independent Algorithms. (2020). Pai, Mallesh ; Misra, Kanishka ; Hansen, Karsten.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14372.

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  7. Learning under Diverse World Views: Model-Based Inference. (2019). Samuelson, Larry ; Mailath, George J.
    In: PIER Working Paper Archive.
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  8. Learning under Diverse World Views: Model-Based Inference. (2019). Samuelson, Larry ; Mailath, George J.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2161r.

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  9. Market Efficiency in the Age of Big Data. (2019). Nagel, Stefan ; Martin, Ian .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14235.

    Full description at Econpapers || Download paper

  10. Competing Models. (2019). Pai, Mallesh ; Ortoleva, Pietro ; Montiel, Jose Luis ; Prat, Andrea.
    In: CEPR Discussion Papers.
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  11. Market Efficiency in the Age of Big Data. (2019). Martin, Ian ; Nagel, Stefan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8015.

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  12. Competing Models. (2019). Prat, Andrea ; Pai, Mallesh M ; Ortoleva, Pietro ; Montiel, Jose Luis.
    In: Papers.
    RePEc:arx:papers:1907.03809.

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  13. Asymptotic Behavior of Bayesian Learners with Misspecified Models. (2019). Pouzo, Demian ; Esponda, Ignacio.
    In: Papers.
    RePEc:arx:papers:1904.08551.

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  14. Formalization of information: knowledge and belief. (2018). Lee, Jong Jae.
    In: Economic Theory.
    RePEc:spr:joecth:v:66:y:2018:i:4:d:10.1007_s00199-017-1078-4.

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  16. Objective and subjective foundations for multiple priors. (2016). Stinchcombe, Maxwell B.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:165:y:2016:i:c:p:263-291.

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  17. Equilibrium in Misspecified Markov Decision Processes. (2016). Esponda, Ignacio ; Pouzo, Demian.
    In: Papers.
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  18. Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models. (2016). Esponda, Ignacio ; Pouzo, Demian.
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  19. Information Transmission and Rational Inattention. (2015). Tutino, Antonella.
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  20. Coarse decision making and overfitting. (2014). Pai, Mallesh M. ; Al-Najjar, Nabil I..
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  21. Investors Heterogeneity and Implied Volatility Smiles. (2013). Li, Tao.
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