Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand.

Burton Hollifield Alan Kraus

Published in: Manag. Sci. (2009)

Keyphrases

transaction costs
probability distribution
news articles
news stories
power law
social media
kullback leibler divergence
heavy tailed
keywords
random variables
dynamic pricing
online news
portfolio theory
financial news
hot topics
inventory systems
topic detection
exponential family
lead time
multi class