SSRNLLMs & Text
Reading the News Without Hindsight: NoLBERT Topics and the Cross-Section of Stock Returns
A news reader trained only on pre-1995 text produces stable topics but earns 1.12 monthly Sharpe via ensemble with other readers, significant before multiple-testing adjustment.
Featured in No. 135 on 16 Oct 2026 · on release day
- Released
- 16 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7617420
- Authors
- Shivesh Prakash et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).