Media-expressed tone, option characteristics, and stock return predictability
Cathy Yi-Hsuan Chen, Matthias R. Fengler, Wolfgang Karl Härdle, Yanchu Liu
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Yi-Hsuan ; Fengler, Matthias ; Härdle, Wolfgang ; Liu, Yanchu |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 134.2022, p. 1-22
|
| Subject: | Media-expressed tone | Option markets | Stock return predictability | Textual analysis | Topic model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104290 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013384809