War Discourse and the Cross Section of Expected Stock Returns
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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
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美国国家经济研究局创建时间：
2023-06-01
