Predicting Returns With Text Data
收藏NBER2019-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26186
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资源简介：
We introduce a new text-mining methodology that extracts sentiment information from news articles to predict asset returns. Unlike more common sentiment scores used for stock return prediction (e.g., those sold by commercial vendors or built with dictionary-based methods), our supervised learning
提供机构：
美国国家经济研究局
创建时间：
2019-09-01
