The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns
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- Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
- Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
More about this item
KeywordsSEC Form 10-K; Textual Analysis; Financial Sentiment; NYSE; NASDAQ; AMEX (NYSE MKT);
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-07-18 (All new papers)
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