arbiter
JournalsPricingAccount

An Adaptive Methodology for Detecting Lagged Confounding among Equity Risk Factors

Joseph Simonian

The Journal of Financial Data Science2025https://doi.org/10.3905/jfds.2025.1.211article
AJG 1
Weight
0.50

What the paper says

No abstract available.

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.3905/jfds.2025.1.211

Or copy a formatted citation

@article{joseph2025,
  title        = {{An Adaptive Methodology for Detecting Lagged Confounding among Equity Risk Factors}},
  author       = {Joseph Simonian},
  journal      = {The Journal of Financial Data Science},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.3905/jfds.2025.1.211},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

An Adaptive Methodology for Detecting Lagged Confounding among Equity Risk Factors

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.