Narrative asset pricing : interpretable systematic risk factors from news text
Leland Bybee, Bryan Kelly, Yinan Su
| Year of publication: |
2023
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|---|---|
| Authors: | Bybee, Leland ; Kelly, Bryan T. ; Su, Yinan |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 36.2023, 12, p. 4759-4787
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| Subject: | Systematischer Fehler | Bias | Faktorenanalyse | Factor analysis | Narrative Methode | Narrative method | Elektronische Publikation | Electronic publishing | CAPM | Schätzung | Estimation | USA | United States | 1984-2017 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhad042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446371