Long, Wen; Gao, Jing; Bai, Kehan; Lu, Zhichen - In: Financial innovation : FIN 10 (2024), pp. 1-50
Literature shows that both market data and fnancial media impact stock prices; however, using only one kind of data may lead to information bias. Therefore, this study uses market data and news to investigate their joint impact on stock price trends. However, combining these two types of...