Essays about: "shuangyu peng"
Found 1 essay containing the words shuangyu peng.
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1. Investor Sentiment and Stock Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We examine whether investor sentiment can predict next-day stock returns and if the predictive characteristic differs when discriminating between positive and negative sentiment. We propose two novel sentiment proxies derived from a unique dataset using machine learning algorithms to approximate sentiment. READ MORE
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