Projects funded by the NCN
Machine learning, big data, and the cross-section of stock returns in international markets
2022/45/B/HS4/00451
Keywords:
machine learning big data return predictability the cross-section of stock returns international financial markets equity anomalies asset pricing
Descriptors:
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Poznaniu, Instytut Finansów
woj. wielkopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: OPUS 23 - announced on 2022-03-28
Amount awarded: 503 145 PLN
Project start date (Y-m-d): 2023-01-27
Project end date (Y-m-d): 2026-01-26
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
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