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The role of investor attention in predicting stock prices: The long short-term memory networks perspective

Year
2022
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/The%20role%20of%20investor%20attention%20in%20predicting%20stock%20prices_%20The%20long%20short-term%20memory%20networks%20perspective.pdf
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https://mega.co.nz/#!aOoTETpK!1OpeOosCFMR4fMnOWJbw4JZQ-lg3YFkRjsp9AeX-W6Q
Abstract
Annals of Operations Research - It is widely recognized that limited attention capacity of individual investors affects stock performance. We construct five aggregate investor attention indices for...
Author
Chen Wang and Dehua Shen and Youwei Li
View
https://sci-hub.st/10.1016/j.frl.2022.103143
Journal
https://www.sciencedirect.com/science/article/pii/S1544612319310943
Published
2022/08/05
Retrieved
8/5/2022, 10:55:04 PM
DOI
10.1016/j.frl.2022.103143
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