Topic tones of analyst reports and stock returns: A deep learning approach

Author

Hitoshi IWASAKI
Ying CHEN
Qianqian DU
Jun TU, Singapore Management UniversityFollow

Publication Type

Working Paper

Version

publishedVersion

Publication Date

12-2020

Keywords

Textual Analysis, DNN Approach, Topic Tones, Information Content

Discipline

Finance | Finance and Financial Management

Research Areas

Finance

First Page

1

Last Page

41

Identifier

10.2139/ssrn.3228485

Publisher

SSRN

Citation

IWASAKI, Hitoshi; CHEN, Ying; DU, Qianqian; and Jun TU. Topic tones of analyst reports and stock returns: A deep learning approach. (2020). 1-41.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/6800

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.

External URL

https://doi.org/10.2139/ssrn.3228485