Does Alternative Data Improve Financial Forecasting? The Horizon Effect

Summary

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Authors: OLIVIER DESSAINT, THIERRY FOUCAULT, LAURENT FRESARD

Journal title: The Journal of Finance

Journal number: 79

Journal publisher: Blackwell Publishing Inc.

Published year: 2024

Published pages: 2237-2287

DOI identifier: 10.1111/jofi.13323

ISSN: 0022-1082