Leland Bybee

Yale School of Management

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

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Scholarly Papers (1)

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The Structure of Economic News

Number of pages: 53 Posted: 07 Sep 2019 Last Revised: 24 Sep 2019
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
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Abstract:

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Textual analysis, macroeconomic news, attention, Wall Street Journal, volatility, VAR, machine learning