Quant Letter: July 2024, Week-3
Weekly (54th Edition)
SSRN
Recently Published
Quantitative
Missing Data Bias in Fund Portfolio Data: The paper warns of bias in commercial databases due to nonrandom portfolio reporting, which can lead to skewed conclusions in fund literature. (2024-07-17, shares: 2.0)
Market Liquidity Determinants: The study applies machine learning to identify factors affecting equity market l…
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