Media type: E-Book Title: Textual sentiment, option characteristics, and stock return predictability Contributor: Chen, Cathy Yi-Hsuan [Author]; Fengler, Matthias [Author]; Härdle, Wolfgang [Author]; Liu, Yanchu [Author] Published: St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, 2018 Published in: Universität St. Gallen: Discussion paper ; 2018,8 Extent: 1 Online-Ressource (circa 54 Seiten); Illustrationen Language: English Keywords: investor disagreement ; option markets ; overnight information ; stock return predictability ; textual sentiment ; topic model ; trading-time information ; Graue Literatur Origination: Footnote: Access State: Open Access