News and intraday jumps : evidence from regularization and class imbalance
Year of publication: |
2022
|
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Authors: | Caporin, Massimiliano ; Poli, Francesco |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-18
|
Subject: | Financial text mining | News data | Price jumps | Returns predictability | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Text | Schätzung | Estimation | Data Mining | Data mining |
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