Cyber risk and the cross-section of stock returns

By Daniel Celeny, Loïc Maréchal

Published 2024-03-06

Everscope rating

1544.8

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Paragraph Vector. Problem types: Classification, Natural Language Processing, Asset Pricing.

arXiv:2402.04775 · Code · Paper rankings

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