Qingliang Fan, Yong Han, Xiao-Ping (Steven) Zhang. A Study of Cross Sectional Stock Returns Using High-Dimensional SUR Model and Many Firm Level Characteristics. In 2019 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2019, Ottawa, ON, Canada, November 11-14, 2019. pages 1-5, IEEE, 2019. [doi]
Abstract is missing.