%0
Generic
%T
Textual Sentiment, Option Characteristics, and Stock Return Predictability
%A Chen, Cathy Yi-Hsuan
%A Fengler, Matthias R.
%A Härdle, Wolfgang Karl
%A Liu, Yanchu
%I Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
%K stock return predictability
%K topic model
%K trading-time information
%K G12
%K C58
%K overnight information
%K G41
%K textual sentiment
%K option markets
%K G14
%K investor disagreement
%D 2018
%X Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
%C Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"