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Perpetual futures are the most popular cryptocurrency derivatives. Perpetuals offer leveraged exposure to their underlying without rollover or direct ownership. Unlike fixed-maturity futures, perpetuals are not guaranteed to converge to the spot pric
Externí odkaz:
http://arxiv.org/abs/2212.06888
Autor:
He, Songrun
Employing a novel text mining method proposed by Ke et al. (2019), I carry out a comprehensive textual analysis of Chinese company announcements for stock return prediction. The long-short portfolio based on article sentiment scores yields 78% cumula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cabc012c1933d457c486c346a2ca2ce6