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In this paper, we have examined stock market linkages between Greater China and the US and Japan in terms of volatility and price spillovers, yielding a few findings, with most of them either offering new evidence or challenging the results in the previous research, and the rest consolidating...
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, Switzerland, UK, Europe, USA, Japan, and Far East. The topic of this paper consists on the comparison of three methods to estimate …
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This paper explores the utilization of text data as a new α return resource for individual stock investment. In particular, we propose a new construction scheme of a polarity dictionary based on ChatGPT, a state-of-the-art language model, which is also directly used for sentiment analysis. Our...
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