Investors' Risk Perception
An unsupervised machine learning algorithm analyzed corporate disclosures, finding that most risk factors decrease return volatility when disclosed.
Featured in No. 74 on 13 Nov 2024 · on release day
- Released
- 13 Nov 2024
- First featured
- No. 74 · 13 Nov 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 19
- Identifier
- RePEc:taf:eurjfi:v:30:y:2024:i:17:p:2032-2058
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).