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Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market

Market participants use a wide set of information before they decide to invest in risk assets, such as stocks. Investors often follow the news to collect the information that will help them decide which strategy to follow. In this study, we analyze how public news and historical prices can be used t...

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Detalles Bibliográficos
Autores principales: Duarte, Juvenal José, Montenegro González, Sahudy, Cruz, José César
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7670979/
https://www.ncbi.nlm.nih.gov/pubmed/33223615
http://dx.doi.org/10.1007/s10614-020-10060-y