How and When Are High-Frequency Stock Returns Predictable?

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Bibliographic Details
Title:	How and When Are High-Frequency Stock Returns Predictable?
Authors:	Ait-Sahalia, Yacine¹ (AUTHOR) yacine@princeton.edu, Fan, Jianqing² (AUTHOR) jqfan@princeton.edu, Xue, Lirong³ (AUTHOR) lirongx.pu@gmail.com, Zhu, Xiaonan³ (AUTHOR) xz8451@princeton.edu
Source:	Management Science (INFORMS). Dec2025, p1. 24p.
Database:	Business Source Ultimate

Description
ISSN:	00251909
DOI:	10.1287/mnsc.2022.02435