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Leading Stocks and the Stock Market Expected Returns

The study uses machine learning to identify leading stocks, demonstrating that stocks with negative leaders can predict future market returns.

Featured in No. 42 on 27 Mar 2024 · · 0 citations today

Released
1 Sep 2022
First featured
No. 42 · 27 Mar 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 4768908

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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