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Thousands of Alpha Tests

Stefano Giglio, Yuan Liao and Dacheng Xiu

A chapter in Big Data: Long-Term Implications for Financial Markets and Firms, 2021, pp 3456 from National Bureau of Economic Research, Inc

JEL-codes: C12 C55 G12 G23 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (22)

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