Impact of public news sentiment on stock market index return and volatility
Year of publication: |
2023
|
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Authors: | Anese, Gianluca ; Corazza, Marco ; Costola, Michele ; Pelizzon, Loriana |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 20, p. 1-36
|
Subject: | Dictionary | Investor sentiment | LSTM neural networks | NLP | Public financial news | S&P 500 | Stock market | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienindex | Stock index | Theorie | Theory | Ankündigungseffekt | Announcement effect |
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