Predicting Returns With Text Data
收藏数据链接：
官方服务：
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
