The benefit of narratives for prediction of the S&P 500 index
Year of publication: |
2022
|
---|---|
Authors: | Blanqué, Pascal ; Ben Slimane, Mohamed ; Cherief, Amina ; Le Guenedal, Théo ; Sekine, Takaya ; Stagnol, Lauren |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 4.2022, 4, p. 72-94
|
Subject: | Prognoseverfahren | Forecasting model | Narrative Methode | Narrative method | Aktienindex | Stock index |
-
On the Predictability of Narrative Fiscal Adjustments
de Cos, Pablo Hernández, (2015)
-
On the predictive ability of narrative disclosures in annual reports
Balakrishnan, Ramji, (2010)
-
How to apporach narratives in foresight studies : qualitative data analysis
Stratigea, Anastasia, (2012)
- More ...
-
Monitoring Narratives : An Application to the Equity Market
Blanqué, Pascal, (2022)
-
The Recent Performance of ESG Investing, the COVID-19 Catalyst and the Biden Effect
Lepetit, Frederic, (2021)
-
The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
Roncalli, Théo, (2021)
- More ...