Risk factors that matter: textual analysis of risk disclosures for the cross-section of returns

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Bibliographic Details

Authors and Corporations:	Lopez-Lira, Alejandro (Author)
Type of Resource:	E-Book
Language:	English
published:	[Philadelphia, PA Rodney L. White Center for Financial Research] [2018]
Series:	Rodney L. White Center for Financial Research: Working papers ; 15, 18
Subjects:	Cross-Section of Returns Factor Models Machine Learning Big Data LDA TextAnalysis NLP Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen