European Finance Association
Milan, Italy | August 25-27, 2021
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APE 08: Man vs. Machine in Financial Markets
Market Efficiency in the Age of Machine Learning
1University of Edinburgh, UK; 2University of Pennsylvania, USA; 3University of Technology Sydney, Australia; 4New York University, USA
Automation and the Displacement of Labor by Capital: Asset Pricing Theory and Empirical Evidence
University of Oxford, Said Business School, United Kingdom
Diverging roads: Theory-based vs. machine learning-implied stock risk premia
1Eberhard Karls University Tübingen, Germany; 2Center for Financial Studies, Frankfurt, Germany; 3University of Frankfurt and Leibniz Institute for Financial Research SAFE, Germany; 4Centre for Financial Research, Cologne, Germany
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