Do newspaper articles predict aggregate stock returns?
Manuel Ammann, Roman Frey, and Michael Verhofen
| Year of publication: |
2014
|
|---|---|
| Authors: | Ammann, Manuel ; Frey, Roman ; Verhofen, Michael |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 15.2014, 3, p. 195-213
|
| Subject: | Word count | Text mining | Expected returns | Tactical asset allocation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Text | Börsenkurs | Share price | Deutschland | Germany | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011303209