readme.ct.txt
Creators:
Chew Lian Chua
;
Sarantis Tsiaplias
From the dataset abstract
This study examines how news is distributed across stocks. A model is developed that categorizes a stock's latent news into normal and nonnormal news, and allows both types of news to be...
Source: Information flows and stock market volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7870c1af-6d15-4a7f-a5f7-71e058590539/resource/f1c9eafc-d898-404e-9153-61de8f641ab3/download/readme.ct.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
