SSRNLLMs & Text
Predicting Intraday Risk and Liquidity with News Analytics
The research investigates the correlation between the intensity of news arrival, volatility, and volume at an intraday frequency using a global dataset and natural language processing.
Featured in No. 70 on 17 Oct 2024 ·
- Released
- 30 Jun 2023
- First featured
- No. 70 · 17 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4987091
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