Do newspaper articles predict aggregate stock returns?
Year of publication: |
2014
|
---|---|
Authors: | Ammann, Manuel ; Frey, Roman ; Verhofen, Michael |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 15.2014, 3, p. 195-213
|
Subject: | Word count | Text mining | Expected returns | Tactical asset allocation | Text | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Deutschland | Germany | Data Mining | Data mining | CAPM |
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