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Changepoint detection in the cross-section of stock returns

Crossref DOI link: https://doi.org/10.1007/s10479-026-07075-3

Published Online: 2026-03-15

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Lleo, Sébastien https://orcid.org/0000-0002-0732-2833
Ziemba, William T.

Li, Jessica
Funding

Funding for this research was provided by:

NEOMA Business School
License Information

Text and Data Mining valid from 2026-03-15

Version of Record valid from 2026-03-15
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Article History

Received: 29 March 2023

Accepted: 23 January 2026

First Online: 15 March 2026