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How and When Are High-Frequency Stock Returns Predictable?

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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
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Management+Science+%28INFORMS%29%22">Management Science (INFORMS)</searchLink>. Dec2025, p1. 24p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1287/mnsc.2022.02435
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      – Code: eng
        Text: English
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        PageCount: 24
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      – TitleFull: How and When Are High-Frequency Stock Returns Predictable?
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            NameFull: Ait-Sahalia, Yacine
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            NameFull: Fan, Jianqing
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            NameFull: Xue, Lirong
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              Text: Dec2025
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              Y: 2025
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            – TitleFull: Management Science (INFORMS)
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