War Discourse and the Cross Section of Expected Stock Returns
收藏NBER2023-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w31348
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资源简介：
A war-related factor model derived from textual analysis of media news reports explains the cross section of expected stock returns. Using a semi-supervised topic model to extract discourse topics from 7,000,000 New York Times stories spanning 160 years, the war factor predicts the cross section of
提供机构：
美国国家经济研究局
创建时间：
2023-06-01
