Essays about: "Lukas Uhrström"
Found 1 essay containing the words Lukas Uhrström.
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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 ekonomiAbstract : 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
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