Predicting Stock Price Volatility by Analyzing Semantic Content in Media
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- Asgharian, Hossein & Sikström, Sverker, 2014. "Predicting Stock Price Volatility by Analyzing Semantic Content in Media," Working Papers 2014:38, Lund University, Department of Economics.
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More about this item
Keywordsvolatility; information flow; latent semantic analysis; GARCH;
- G19 - Financial Economics - - General Financial Markets - - - Other
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