1 research outputs found
Predicting Abnormal Stock Return Volatility Using Textual Analysis of News ? A Meta-Learning Approach
- Author
- Ahern K.R. and Sosyura, D
- Antweiler W. and Frank M.Z.
- Ballings M., Van den Poel, D., Hespeels, N. and Gryp, R.,
- Barber B. and Odean, T.,
- Breiman L.,
- Bryll R.,
- Da Z., Engelberg, J. and Gao, P
- Davis A.K. and Tama-Sweet, I.,
- DellaVigna S. and Pollet, J
- Doran J.S., Peterson, D.R. and Price, S.M.,
- Fama E.F. and French, K.R
- Fang L.H. and Peress, J.,
- Freund Y. and Schapire, R.E
- Garcia D.,
- Grimmer J., and Stewart, B.M.,
- Hajek P., Olej, V. and Myskova, R
- Henry E.,
- Ho T.K.,
- Huang X., Teoh, S.H. and Zhang, Y
- Kothari S.P., Li X. and Short J.E
- Li F.,
- Loughran T. and Mcdonald, B
- Meluzin T. and Zinecker, M
- Meluzin T. and Zinecker, M
- Myskova R. and Hajek, P.,
- Powers D.M.W
- Price S., Doran, J., Peterson, D. and Bliss, B
- Rodriguez J.J., Kuncheva, L.I. and Alonso, C.J
- Tetlock P.C.,
- Tsai C.F., Lin, Y.C., Yen, D.C. and Chen, Y.M
- Webb G.I.,
- Zhou S., Lai, K.K. and Yen, J
- Publication venue
- 'Bucharest University of Economic Studies'
- Publication date
- Field of study