Linking asset prices to news without direct asset mentions-Reference-Cited by-同舟云学术

Linking asset prices to news without direct asset mentions

Published:2022-08-25 Issue: Volume: Page:1-6
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Avioz Ilanit¹^ORCID,Kedar-Levy Haim¹^ORCID,Pungulescu Crina²^ORCID,Stolin David³^ORCID

Affiliation:

1. School of Management, Ben-Gurion University of the Negev, Beer-Sheva, Israel

2. Institute for Economic Forecasting, National Institute of Economic Research and Romanian Academy, Bucharest, Romania

3. Department of Economics and Finance, TBS Business School, Toulouse, France

Funder

Israeli Science Foundation

Romanian Ministry of Education

Europlace Institute of Finance

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2022.2115447

Reference9 articles.

1. Attwood, J. 2021. “Global Copper Supply at Risk as Workers Vote to Strike.” Bloomberg, August 1. https://www.bloomberg.com/news/articles/2021-08-01/top-copper-mine-brought-closer-to-strike-as-workers-snub-offer

2. Language, news and volatility

3. De Sousa Webber, F. 2015. “Semantic Folding Theory and Its Applications in Semantic Fingerprinting.” Cortical.io White Paper. https://www.cortical.io/static/downloads/semantic-folding-theory-white-paper.pdf

4. A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

5. Using semantic fingerprinting in finance

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