Matthias X. Hanauer

Technical University of Munich — Germany

Economics, Econometrics and Finance · Social Sciences

15h-index703citations59works1.52yr avg
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Research Topics

Financial Markets and Investment Strategies(50), Stock Market Forecasting Methods(15), Corporate Finance and Governance(12), Complex Systems and Time Series Analysis(10), Financial Reporting and Valuation Research(10)

Publications59 total

Model complexity and the performance of global versus regional models
Economics Letters·2025· 2 citedOpen Access
Practical Applications of Factor Zoo (.zip)
Practical Applications·2025
Formula Investing
The Journal of Portfolio Management·2025
Do Machine Learning Models Need to Be Sector Experts?
SSRN Electronic Journal·2025· 2 citedOpen Access
Model complexity and the performance of global versus regional models
SSRN Electronic Journal·2025Open Access
Practical Applications of The Term Structure of Machine Learning Alpha
Practical Applications·2024
Design choices, machine learning, and the cross-section of stock returns
SSRN Electronic Journal·2024· 8 citedOpen Access
Formula Investing
SSRN Electronic Journal·2024Open Access
Factor Zoo (.zip)
The Journal of Portfolio Management·2023· 6 cited
Factor models for Chinese A-shares
International Review of Financial Analysis·2023· 12 citedOpen Access
The Term Structure of Machine Learning Alpha
The Journal of Financial Data Science·2023· 8 cited
Surprise in short interest
Journal of Financial Markets·2023· 7 citedOpen Access
Beyond Fama-French Factors: Alpha from Short-Term Signals
Financial Analysts Journal·2023· 14 cited
Machine learning and the cross-section of emerging market stock returns
Emerging Markets Review·2023· 42 cited
Factor Zoo (.zip)
SSRN Electronic Journal·2023· 1 citedOpen Access
The Term Structure of Machine Learning Alpha
SSRN Electronic Journal·2023· 5 citedOpen Access
Enhanced momentum strategies
Journal of Banking & Finance·2022· 26 cited
Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets
Finance research letters·2022· 30 citedOpen Access
Machine Learning and The Cross-Section of Emerging Market Stock Returns
SSRN Electronic Journal·2022· 16 citedOpen Access
Beyond Fama-French Factors: Alpha from Short-Term Signals
SSRN Electronic Journal·2022· 8 citedOpen Access
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Frequent Co-authors

David Blitz(17), Pim van Vliet(5), Milan Vidojevic(4), Tobias Kalsbach(4), Marc Steffen Rapp(4), Christoph Kaserer(4), Tobias Hoogteijling(4), Clint Howard(3), Alexander Swade(3), Harald Lohre(3), Martin Linhart(2), Jochim G. Lauterbach(2), Marina Kononova(2), Steffen Windmüller(2), Patrick Bielstein(2), Iman Honarvar(2), Rob Huisman(2), Maarten Jansen(2), Laurens Swinkels(2), Weili Zhou(2)