IT Risk Factor Disclosure and Stock Price Crashes.
Victor SongHasan CavusogluGene Moo LeeLi Zhi MaPublished in: HICSS (2020)
Keyphrases
- stock price
- risk factors
- stock market
- non stationary
- risk assessment
- historical data
- stock exchange
- option pricing
- financial markets
- risk management
- stock price prediction
- statistical methods
- financial data
- news articles
- stock returns
- financial time series
- long term
- stock data
- wordnet
- image classification
- chinese stock market
- machine learning