SSRNML & AI Methods
Expected Mispricing
The paper introduces a new measure of expected mispricing at the firm level using machine learning, which outperforms existing methods in predicting future mispricing.
Featured in No. 27 on 29 Nov 2023 · 9 days after release · 1 citation today
- Released
- 20 Nov 2023
- First featured
- No. 27 · 29 Nov 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 9
- Identifier
- SSRN 4638234
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).