The Double-edged Sword of Data Mining: Implications on Asset Pricing and Information Efficiency
The study challenges the belief that data mining always improves price efficiency, suggesting it can actually reduce price informativeness due to complexity costs and diminishing data efficacy returns.
Featured in No. 26 on 15 Nov 2023 · 5 days after release · 0 citations today
- Released
- 10 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4633293
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