Intraday Market Return Predictability Based on the Factor ZOO
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Intraday Market Return Predictability Culled from the Factor Zoo
Saketh Aleti; Tim Bollerslev; Mathias Siggaard
Duke University- Duke University, Department of Economics
- National Bureau of Economic Research
- Duke University - Department of Economics
- Duke University - Finance
- National Bureau of Economic Research (NBER)
Aarhus University
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