readme.ct.txt
Creators:
Chew Lian Chua
;
Sarantis Tsiaplias
From the dataset abstract
This study examines how news is distributed across stocks. A model is developed that categorizes a stock's latent news into normal and nonnormal news, and allows both types of news to be...
Source: Information flows and stock market volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/50de7008-fce4-456f-b432-645cef4c0fc6/resource/07ace011-7e53-4e60-a5ac-7e91aa656632/download/readme.ct.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
