Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction
Crossref DOI link: https://doi.org/10.1007/s10479-022-04892-0
Published Online: 2022-08-05
Published Print: 2022-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chu, Gang
Goodell, John W.
Shen, Dehua http://orcid.org/0000-0002-0359-2203
Zhang, Yongjie
Funding for this research was provided by:
National Natural Science Foundation of China (72071141)
Text and Data Mining valid from 2022-08-05
Version of Record valid from 2022-08-05
Article History
Accepted: 20 July 2022
First Online: 5 August 2022