Event Study and Principal Component Analysis Based on Sentiment Analysis - A Combined Methodology to Study the Stock Market with an Empirical Study

Qianwen Xu, Victor Chang 0001, Ching-Hsien Hsu. Event Study and Principal Component Analysis Based on Sentiment Analysis - A Combined Methodology to Study the Stock Market with an Empirical Study. Information Systems Frontiers, 22(5):1021-1037, 2020. [doi]

Abstract

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