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COVID-19 related TV news and stock returns: Evidence from major US TV stations

We investigate a novel dataset of more than half a million 15 seconds transcribed audio snippets containing COVID-19 mentions from major US TV stations throughout 2020. Using the Latent Dirichlet Allocation (LDA), an unsupervised machine learning algorithm, we identify seven COVID-19 related topics...

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Detalles Bibliográficos
Autores principales: Möller, Rouven, Reichmann, Doron
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Board of Trustees of the University of Illinois. Published by Elsevier Inc. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9721134/
https://www.ncbi.nlm.nih.gov/pubmed/36506906
http://dx.doi.org/10.1016/j.qref.2022.11.007