Gang Chu, John W. Goodell, Dehua Shen, Yongjie Zhang 0003. Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction. Annals OR, 318(1):103-128, 2022. [doi]
@article{ChuGSZ22,
title = {Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction},
author = {Gang Chu and John W. Goodell and Dehua Shen and Yongjie Zhang 0003},
year = {2022},
doi = {10.1007/s10479-022-04892-0},
url = {https://doi.org/10.1007/s10479-022-04892-0},
researchr = {https://researchr.org/publication/ChuGSZ22},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {318},
number = {1},
pages = {103-128},
}