Double Machine Learning: Explaining the Post-Earnings Announcement Drift.

MLA

Hansen, Jacob H., and Mathias V. Siggaard. “Double Machine Learning: Explaining the Post-Earnings Announcement Drift.” Journal of Financial & Quantitative Analysis, vol. 59, no. 3, May 2024, pp. 1003–30. EBSCOhost, https://doi.org/10.1017/S0022109023000133.

APA

Hansen, J. H., & Siggaard, M. V. (2024). Double Machine Learning: Explaining the Post-Earnings Announcement Drift. Journal of Financial & Quantitative Analysis, 59(3), 1003–1030. https://doi.org/10.1017/S0022109023000133

Chicago

Hansen, Jacob H., and Mathias V. Siggaard. 2024. “Double Machine Learning: Explaining the Post-Earnings Announcement Drift.” Journal of Financial & Quantitative Analysis 59 (3): 1003–30. doi:10.1017/S0022109023000133.