RePEcLLMs & Text
News Sentiment and Investment Risk
The research reassesses the effect of news sentiment on stock return volatility, finding that both positive and negative firm-specific and macroeconomic news significantly impact intraday stock return volatility, with GPT-4 potentially outperforming RavenPack in classification accuracy.
Featured in No. 87 on 5 Mar 2025 · on release day
- Released
- 5 Mar 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006086
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).