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Return predictability via an long short-term memory-based cross-section factor model : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1770-1794
Persistent link: https://www.econbiz.de/10015110316
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