News and intraday jumps : evidence from regularization and class imbalance
Massimiliano Caporin, Francesco Poli
| Year of publication: |
2022
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|---|---|
| Authors: | Caporin, Massimiliano ; Poli, Francesco |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-18
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| Subject: | Financial text mining | News data | Price jumps | Returns predictability | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101743 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534219