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文書・図像類

Efficient Market Hypothesis Test with Stock Tweets and Natural Language Processing Models

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Efficient Market Hypothesis Test with Stock Tweets and Natural Language Processing Models

Material type
文書・図像類
Author
Mao, Bolinほか
Publisher
Institute of Economic Research, Kyoto University
Publication date
2022-09
Material Format
Digital
Capacity, size, etc.
-
NDC
330
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Detailed bibliographic record

Summary, etc.:

The efficient market hypothesis (EMH) plays a fundamental role in modern financial theory. Previous empirical studies have tested the weak and semi-st...

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  • Kyoto University Research Information Repository

    Digital
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Bibliographic Record

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Digital

Material Type
文書・図像類
Author/Editor
Mao, Bolin
Chu, Chenhui
Nakashima, Yuta
Nagahara, Hajime
Publication Date
2022-09
Publication Date (W3CDTF)
2022-09
Periodical title
KIER Discussion Paper
No. or year of volume/issue
1082
Volume
1082