1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PR2026
Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information
Thomas Conlon, John Cotter, Iason Kynigakis
We demonstrate that machine learning methods provide a powerful framework for modelling conditional asymmetric risk. Using a large cross-section of US stocks and a comprehensive se…
q-fin.MF2024★ 1 cited
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
An Pham Ngoc Nguyen, Martin Crane, Thomas Conlon +1
Herding behavior has become a familiar phenomenon to investors, with potential dangers of both undervaluing and overvaluing assets, while also threatening market stability. This st…