Stock BBS Factor Model Using Principal Component Score
作者： Hirohiko Suwa , Eiichi Umehara , Toshizumi Ohta
DOI: 10.1007/978-4-431-54847-8_1
关键词:
摘要: Our aim is to develop a new factor for stock bulletin board system (BBS) postings that different from our bullish-bearish model (BMB) factor. In previous study, the content of BBS was classified into two categories, i.e., bullish and bearish postings, BMB based on these categories. The results recent studies suggest may be represented by employing more than one index. To factors basis principal component score, we use morphological analysis analyze postings. As result, find candidates can explain returns.
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sci-hub.st 参考文章(15)
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