How and When Are High-Frequency Stock Returns Predictable?

Journal:

Management Science

Published:

2025-12-12

DOI:

10.1287/mnsc.2022.02435

Affiliations:

5

Authors:

4

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Institutions	Authors	Share
Princeton University, United States of America (USA)	3.000000	0.75
National Bureau of Economic Research (NBER), United States of America (USA)	0.500000	0.13
Capital University of Economics and Business (CUEB), China	0.500000	0.13

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