Stock return forecasting based on the proxy variables of category factors

Abstract Stock return prediction has been in the spotlight because it involves numerous factors. Improving the accuracy of stock return prediction and quantifying the impact of individual factors on forecasting remain challenging tasks. Motivated by these challenges, we propose a novel forecasting m...

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Bibliographic Details
Main Authors: Yuan Zhao, Xue Gong, Weiguo Zhang, Weijun Xu
Format: Article
Language:English
Published: SpringerOpen 2025-06-01
Series:Financial Innovation
Subjects:
Online Access:https://doi.org/10.1186/s40854-025-00779-8
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