Machine learning and the cross-section of emerging market stock returns
Emerging Markets Review
2023
101022
Beyond Fama-French Factors: Alpha from Short-Term Signals
Financial Analysts Journal
2023
1-22
Corporate Restructuring and Creditor Power: Evidence from European Insolvency Law Reforms
Journal of Banking and Finance
2023
106756
Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?
Journal of Business Economics
2022
Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets
Finance Research Letters
2022
48
102856
Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
Review of Asset Pricing Studies
2021
12
2
447-499
Systemic Risk in Financial Markets: How Systematically Important Are Insurers?
Journal of Risk and Insurance
2019
86
3
729-759
Did UEFA's Financial fair play harm competition in European football leagues?
Review of Managerial Science
2019
13
1
113-145