Forecasting the equity premium : mind the news!
Philipp Adämmer and Rainer A. Schüssler
| Year of publication: |
2020
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|---|---|
| Authors: | Adämmer, Philipp ; Schüssler, Rainer |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 24.2020, 6, p. 1313-1355
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| Subject: | Topic modeling | Big data | Return predictability | Text as data | Prognoseverfahren | Forecasting model | Big Data | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Data Mining | Data mining | Text |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfaa007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012403864