How News and Its Context Drive Risk and Returns Around the World
收藏NBER2018-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w24430
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资源简介：
We develop a classification methodology for the context and content of news articles to predict risk and return in stock markets in 51 developed and emerging economies. A parsimonious summary of news, including topic-specific sentiment, frequency, and unusualness (entropy) of word flow, predicts
提供机构：
美国国家经济研究局
创建时间：
2018-03-01
