How does post-earnings announcement sentiment affect firms' dynamics? : new evidence from causal machine learning
Francesco Audrino, Jonathan Chassot, Chen Huang, Michael Knaus, Michael Lechner, and Juan-Pablo Ortega
| Year of publication: |
2024
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|---|---|
| Authors: | Audrino, Francesco ; Chassot, Jonathan ; Huang, Chen ; Knaus, Michael C. ; Lechner, Michael ; Ortega, Juan-Pablo |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 3, p. 575-604
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| Subject: | causal machine learning | heterogeneity analysis | modified causal forest | post-earn-ings announcement drift | volatility | and volume | sentiment | Künstliche Intelligenz | Artificial intelligence | Kausalanalyse | Causality analysis | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045165