ZHANG, Xichun. Cross-Sectional Return Prediction in China’s A-Share Market Based on Lasso and XGBoost: A Comparison with the Fama–MacBeth Multi-Factor Model. Financial Economics Research, [S. l.], v. 3, n. 4, p. 84–96, 2026. DOI: 10.70267/fer.v3n4.8496. Disponível em: https://journals.zeuspress.org/index.php/FER/article/view/1381. Acesso em: 19 sep. 2026.