Pierre Jinghong Liang

Independent

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Pead.Txt: Post-Earnings-Announcement Drift Using Text

FRB of Philadelphia Working Paper No. 21-7
Posted: 14 May 2021
Pierre Jinghong Liang, Vitaly Meursault and Bryan Routledge
Independent, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Independent

Abstract:

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PEAD, Machine Learning, NLP, Text Analysis