Asset Pricing Models and Market Efficiency: Using Machine Learning to Explain Stock Market Anomalies
Author:   James W. Kolari ,  Wei Liu ,  Jianhua Z. Huang ,  Huiling Liao
Publisher:   Springer International Publishing AG
ISBN:  

9783031929007


Pages:   218
Publication Date:   14 January 2026
Format:   Hardback
Availability:   In Print   Availability explained
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Asset Pricing Models and Market Efficiency: Using Machine Learning to Explain Stock Market Anomalies


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Author:   James W. Kolari ,  Wei Liu ,  Jianhua Z. Huang ,  Huiling Liao
Publisher:   Springer International Publishing AG
Imprint:   Palgrave Macmillan
ISBN:  

9783031929007


ISBN 10:   3031929004
Pages:   218
Publication Date:   14 January 2026
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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James W. Kolari is the JP Morgan Chase Professor of Finance and Academic Director of the Global Corporate Banking Program in the Department of Finance at Texas A&M University, College Station, Texas, USA. Wei Liu is a Clinical Associate Professor of Finance in the Department of Finance at Texas A&M University, College Station, Texas, USA.  Before that, he was a senior quantitative analyst at USAA Bank in San Antonio, Texas as well as IberiaBank Corporation in Birmingham, Alabama. Jianhua Z. Huang is Presidential Chair Professor and Director of the Technology and Innovation Center for Digital Economy at School of Data Science, The Chinese University of Hong Kong, Shenzhen. Huiling Liao is currently working at the Illinois Institute of Technology in Chicago, Illinois. She previously was a Postdoctoral Associate with the Division of Biostatistics and Health Data Science at the University of Minnesota.

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