The pricing ability of factor model based on machine learning : evidence from high-frequency data in China
Ailian Zhang, Mengmeng Pan, Xuan Zhang
| Year of publication: |
2025
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| Authors: | Zhang, Ailian ; Pan, Mengmeng ; Zhang, Xuan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 101.2025, Art.-No. 104153, p. 1-16
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| Subject: | Machine learning | Asset pricing | Chinese stock market | High-frequency | China | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.104153 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015459310