When machines trade on corporate disclosures: Using text analytics for investment strategies

Hans-Christian Schmitz, Bernhard Lutz, Dominik Wolff, Dirk Neumann 0001. When machines trade on corporate disclosures: Using text analytics for investment strategies. Decision Support Systems, 165:113892, 2023. [doi]

@article{SchmitzLWN23,
  title = {When machines trade on corporate disclosures: Using text analytics for investment strategies},
  author = {Hans-Christian Schmitz and Bernhard Lutz and Dominik Wolff and Dirk Neumann 0001},
  year = {2023},
  doi = {10.1016/j.dss.2022.113892},
  url = {https://doi.org/10.1016/j.dss.2022.113892},
  researchr = {https://researchr.org/publication/SchmitzLWN23},
  cites = {0},
  citedby = {0},
  journal = {Decision Support Systems},
  volume = {165},
  pages = {113892},
}