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Search: subject:"topic model"
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ECONIS (ZBW)
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1
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
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2
Media abnormal tone, earnings announcements, and the stock market
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
- In:
Journal of financial markets
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013540509
Saved in:
3
Textual sentiment, option characteristics, and stock return predictability
Chen, Cathy Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10011912921
Saved in:
4
Assessing news contagion in finance
Cerchiello, Paola
;
Nicola, Giancarlo
- In:
Econometrics : open access journal
6
(
2018
)
1
,
pp. 1-19
purpose, we employ a modified version of
topic
model
LDA, the so-called Structural
Topic
Model
(STM), that takes into account …
Persistent link: https://www.econbiz.de/10011822344
Saved in:
5
Forecasting financial market volatility using a dynamic
topic
model
Morimoto, Takayuki
;
Kawasaki, Yoshinori
- In:
Asia-Pacific financial markets
24
(
2017
)
3
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011797658
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