Does unusual news forecast market stress?
Year of publication: |
2019
|
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Authors: | Glasserman, Paul ; Mamaysky, Harry |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 5, p. 1937-1974
|
Subject: | asset pricing | financial news media | natural language processing | rational inattention | Theorie | Theory | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Ankündigungseffekt | Announcement effect | Finanzmarkt | Financial market |
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