Citations refer to the original publication, not to a Scieee localized version.
Kaya, D., Reichmann, D., & Reichmann, M. (2024). Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach. Journal of Business Finance & Accounting, 52(2), 1095–1115. https://doi.org/10.1111/jbfa.12831
Kaya, Devrimi, et al. “Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach.” Journal of Business Finance & Accounting, vol. 52, no. 2, 2024, pp. 1095–1115. https://doi.org/10.1111/jbfa.12831.
Kaya, Devrimi, Doron Reichmann, and Milan Reichmann. “Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach.” Journal of Business Finance & Accounting 52, no. 2 (2024): 1095–1115. https://doi.org/10.1111/jbfa.12831.
Kaya, D., Reichmann, D. and Reichmann, M. (2024) ‘Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach’, Journal of Business Finance & Accounting, 52(2), pp. 1095–1115. Available at: https://doi.org/10.1111/jbfa.12831.
D. Kaya, D. Reichmann, and M. Reichmann, “Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach,” Journal of Business Finance & Accounting, vol. 52, no. 2, pp. 1095–1115, 2024, doi: 10.1111/jbfa.12831.
@article{kaya2024outofsample,
author = {Kaya, Devrimi and Reichmann, Doron and Reichmann, Milan},
title = {Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach},
journal = {Journal of Business Finance \& Accounting},
year = {2024},
volume = {52},
number = {2},
pages = {1095--1115},
publisher = {Hoboken, NJ: Wiley,Hoboken, NJ: Wiley},
doi = {10.1111/jbfa.12831},
url = {https://doi.org/10.1111/jbfa.12831}
}
