Enhancing stock market anomalies with machine learning

The paper "Enhancing stock market anomalies with machine learning," a joint project between Prof. Vitor Azevedo and Christopher Hoegner, was published in the Review of Quantitative Finance and Accounting. 

The study can be accessed openly at the link: https://link.springer.com/article/10.1007/s11156-022-01099-z.