A self-attention based cross-sectional return forecasting model with evidence from the Chinese market
Xiang Xiao, Xia Hua, Kexin Qin
| Year of publication: |
2024
|
|---|---|
| Authors: | Xiao, Xiang ; Hua, Xia ; Qin, Kexin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105144, p. 1-7
|
| Subject: | Stock market | Asset pricing | Cross-sectional models | Self-attention | China | Prognoseverfahren | Forecasting model | Aktienmarkt | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105144 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014530926