Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Du Jin, Alexander Walter, Maxim Ulrich

DOI: 10.2139/ssrn.6054214

Cited by: 0

References: 15

Fields of Study & Subjects

Financial Markets and Investment Strategies Stock Market Forecasting Methods Financial Analysis and Corporate Governance

References 15