Feel the Market: An Attempt to Identify Additional Factor in the Capital Asset Pricing Model (CAPM) Using Generative Pre-Trained Transformer (GPT) and Bidirectional Encoder Representations from Transformers (BERT)-Reference-Cited by-同舟云学术

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Feel the Market: An Attempt to Identify Additional Factor in the Capital Asset Pricing Model (CAPM) Using Generative Pre-Trained Transformer (GPT) and Bidirectional Encoder Representations from Transformers (BERT)

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Zhang Christopher Lingwei

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference56 articles.

1. Investor sentiment and the risk-return tradeoff;Mohamed Amiri;International Journal of Financial Engineering,2020

2. Investor Sentiment, Beta, and the Cost of Equity Capital;Constantinos Antoniou;Management Science,2016

3. Predicting stock returns;D Avramov;Journal of Financial Economics,2006

4. Investor Sentiment in the Stock Market;Malcolm P Baker;SSRN Electronic Journal,2007

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