Disclosure Similarity and Future Stock Return Comovement.
Travis A. DyerDarren T. RoulstoneAndrew Van BuskirkPublished in: Manag. Sci. (2024)
Keyphrases
- similarity measure
- long term
- stock market
- data mining
- structural similarity
- similarity metrics
- similarity measurement
- similarity metric
- statistical databases
- user defined
- privacy preserving data publishing
- privacy protection
- edit distance
- semantic similarity
- databases
- euclidean distance
- distance function
- distance measure
- information systems
- social networks
- real world