The code for The Text Premium and Stock Returns
Link to data: https://www.dropbox.com/sh/y1zdhy45o9qdqn4/AAB8hZlaI2DHRznDBlKH2s4da?dl=0
Appendix material:
predictor - A class for forecasting stock returns based on topic modeling and random forest.
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The code for The Text Premium and Stock Returns
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tobiasi/TextPremium
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