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Abstract In the last few decades, a broad strand of literature in finance has implemented artificial neural networks as a forecasting method. The major advantage of this approach is the possibility to approximate any linear and nonlinear behaviors without knowing the structure of the data...
Abstract Market information shares are widely used in empirical finance to measure one market’s contributions to price discovery. In contrast to common factor components, the literature on market information shares only provides rudimentary tools to test general hypotheses. Using Monte Carlo...
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