Open UTDAcademic Journal Reviews
10.1093/rfs/hhad042
ArticleThe Review of Financial Studies

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text

Leland BybeeBryan KellyYinan Su
2023Volume 36 · Issue 12pp. 4759-4787
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.