Milan Reichmann

Leipzig University

Leipzig, DE

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

337

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Out-of-Sample Predictability of Firm-Specific Stock Price Crashes: A Machine Learning Approach

Number of pages: 40 Posted: 28 Mar 2022 Last Revised: 19 May 2024
Devrimi Kaya, Doron Reichmann and Milan Reichmann
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg, Ruhr University of Bochum - Department of Finance and Banking and Leipzig University
Downloads 298 (190,793)
Citation 3

Abstract:

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Stock Price Crash Risk; Textual Disclosures; Machine Learning; Natural Language Processing

2.

Textual Changes in 10-Ks and Stock Price Crash Risk: Evidence from Neural Network Embeddings

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 28 Posted: 22 Feb 2024
Yahya Yilmaz and Milan Reichmann
University of Munster and Leipzig University
Downloads 39 (790,234)

Abstract:

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