Estimating Stock Market Betas via Machine Learning

B-Tier

Journal: Journal of Financial and Quantitative Analysis

Year: 2025

Volume: 60

Issue: 3

Pages: 1074-1110

Authors (4)

Drobetz, Wolfgang (not in RePEc) Hollstein, Fabian (not in RePEc) Otto, Tizian (not in RePEc) Prokopczuk, Marcel (Leibniz Universität Hannover)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count