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Big data analytics, order imbalance and the predictability of stock returns
Akyildirim, Erdinc; Sensoy, Ahmet; Gulay, Guzhan; … - In: Journal of multinational financial management 62 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013271582
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FinBERT and LSTM-based novel model for stock price prediction using technical indicators and financial news
Bathla, Gourav - In: International journal of economics and business … 28 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015063313
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Trade sentiment and the stock market : new evidence based on big data textual analysis of Chinese media
Amstad, Marlene; Gambacorta, Leonardo; He, Chao; Xia, … - 2021
Persistent link: https://www.econbiz.de/10012483485
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The information content of analysts' textual reports and stock returns : evidence from China
Liang, Dawei; Pan, Yukun; Du, Qianqian; Zhu, Ling - In: Finance research letters 46 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013342906
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Trade sentiment and the stock market : new evidence based on big data textual analysis of Chinese media
Amstad, Marlene; Gambacorta, Leonardo; He, Chao; Xia, … - 2021
Persistent link: https://www.econbiz.de/10012416565
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When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of empirical finance 18 (2011) 2, pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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Do newspaper articles predict aggregate stock returns?
Ammann, Manuel; Frey, Roman; Verhofen, Michael - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 195-213
Persistent link: https://www.econbiz.de/10011303209
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Do newspaper articles predict aggregate stock returns?
Ammann, Manuel; Frey, Roman; Verhofen, Michael - 2012 - This version: 3rd December 2011
We analyze whether newspaper content can predict aggregate future stock returns. Our study is based on articles published in the Handelsblatt, a leading German financial newspaper, from July 1989 to March 2011. We summarize newspaper content in a systematic way by constructing word-count indices...
Persistent link: https://www.econbiz.de/10009658674
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Media-based investor sentiment and stock returns : a textual analysis based on newspapers
He, Yu; Qu, Linshan; Wei, Ran; Zhao, Xuankai - In: Applied economics 54 (2022) 7, pp. 774-792
Persistent link: https://www.econbiz.de/10012874462
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The impacts of investors' sentiments on stock returns using fintech approaches
Fang, Hao; Chung, Chien-Ping; Lu, Yang-cheng; Lee, Yen-Hsien - In: International review of financial analysis 77 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012806582