Rating
1539
Battle Count: 46
Relevance
9/10
Provides a novel factor for asset pricing models with significant explanatory power for stock returns
Implementation Complexity
7/10
Requires implementation of Paragraph Vector algorithm and processing of large text datasets
Reproducibility
4/5
Authors provide detailed methodology and promise to make code available on GitHub
About this paper
Methodology: Paragraph Vector. Problem types: Classification, Natural Language Processing, Asset Pricing.
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