---
title: Impact of Innovation News on Illiquid Stocks
url: https://www.ml-quant.com/papers/repec/eme-ejimpp-ejim-07-2022-0387/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:ejimpp:ejim-07-2022-0387
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FEJIM-07-2022-0387%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aejimpp%3Aejim-07-2022-0387
featured: 2024-12-12
citations: unknown
topic: LLMs & Text
---


# Impact of Innovation News on Illiquid Stocks

A study using machine learning found that news about product innovation significantly impacts the returns of illiquid stocks, unlike other innovation-related news.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FEJIM-07-2022-0387%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aejimpp%3Aejim-07-2022-0387
- Identifier: RePEc:eme:ejimpp:ejim-07-2022-0387
- Released: 2023-10-04
- First featured: Quant Letter No. 78 (2024-12-12): https://www.ml-quant.com/issues/2024-12-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: LLMs & Text

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