Narrative triggers of information sensitivity

DOI10.1080/14697688.2024.2335241zbMATH Open1545.913MaRDI QIDQ6576892FDOQ6576892

Authors:

Publication date: 23 July 2024

Published in: Quantitative Finance (Search for Journal in Brave)

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Mathematics Subject Classification ID

Financial markets (91G15) Economics of information (91B44)

Cites Work

• Regularization and Variable Selection Via the Elastic Net
• 10.1162/jmlr.2003.3.4-5.993
• Empirical distributions of stock returns: between the stretched exponential and the power law?
• The Elements of Statistical Learning

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