@article{publication-21948, author={Akyildirim, Erdinc and Nguyen, Duc Khuong and Sensoy, Ahmet and Sikic, Mario}, doi={10.1111/eufm.12345}, issn={1354-7798}, journal={European financial management}, number=1, pages={22-75}, publisher={Wiley-Blackwell Publishing, Inc.}, title={Forecasting high‐frequency excess stock returns via data analytics and machine learning}, volume=29, year=2023, }