Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
Author:
Affiliation:
1. Yale University , USA
2. Yale University, AQR Capital Management, and NBER , USA
3. Johns Hopkins University , USA
Abstract
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
https://academic.oup.com/rfs/advance-article-pdf/doi/10.1093/rfs/hhad042/50454220/hhad042.pdf
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