Networks of news and cross-sectional returns
Year of publication: |
2021
|
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Authors: | Hu, Junjie ; Härdle, Wolfgang |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | Networks | Textual News | Cross-Sectional Returns | Comovement | Network Degree |
Series: | IRTG 1792 Discussion Paper ; 2021-023 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1782097023 [GVK] hdl:10419/248439 [Handle] RePEc:zbw:irtgdp:2021023 [RePEc] |
Classification: | G11 - Portfolio Choice ; g41 ; C21 - Cross-Sectional Models; Spatial Models |
Source: |
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