Intraday Market Return Predictability Culled from the Factor Zoo
Publication
, Journal Article
Aleti, S; Bollerslev, T; Siggaard, M
March 14, 2023
Duke Scholars
Publication Date
March 14, 2023
Citation
APA
Chicago
ICMJE
MLA
NLM
Aleti, S., Bollerslev, T., & Siggaard, M. (2023). Intraday Market Return Predictability Culled from the Factor Zoo.
Aleti, Saketh, Tim Bollerslev, and Mathias Siggaard. “Intraday Market Return Predictability Culled from the Factor Zoo,” March 14, 2023.
Aleti S, Bollerslev T, Siggaard M. Intraday Market Return Predictability Culled from the Factor Zoo. 2023 Mar 14;
Aleti, Saketh, et al. Intraday Market Return Predictability Culled from the Factor Zoo. Mar. 2023.
Aleti S, Bollerslev T, Siggaard M. Intraday Market Return Predictability Culled from the Factor Zoo. 2023 Mar 14;
Publication Date
March 14, 2023