Essays about: "Ludvig Hartler"

Found 1 essay containing the words Ludvig Hartler.

  1. 1. Learning From Investor Attention: Examining the Predictive Power of Investor Attention on Market Returns with Machine Learning

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ludvig Hartler; Lukas Uhrström; [2022]
    Keywords : investor attention; machine learning; PLS; LSTM; stock returns;

    Abstract : We study the predictive properties of investor attention on time series market returns. Extending an earlier proposed index of investor attention aggregated from twelve popularly studied attention proxies, we show that it strongly predicts excess returns on the stock market. READ MORE