Forecasting Stock Excess Returns with SEC 8-K Filings

Henry Han, Yi Wu, Jie Ren, Li Diane. Forecasting Stock Excess Returns with SEC 8-K Filings. In Henry Han, Erich Baker, editors, The Recent Advances in Transdisciplinary Data Science - First Southwest Data Science Conference, SDSC 2022, Waco, TX, USA, March 25-26, 2022, Revised Selected Papers. Volume 1725 of Communications in Computer and Information Science, pages 3-18, Springer, 2022. [doi]

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