Foreign Signals and Stock Prices
Machine learning algorithms can predict daily U.S. stock returns based on foreign market signals, with a portfolio based on these predictions yielding abnormal returns of 5.77 basis points daily.
Featured in No. 49 on 15 May 2024 · 6 days after release
- Released
- 9 May 2024
- First featured
- No. 49 · 15 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- SSRN 4823092
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