Madeline Scanlon

University of Pittsburgh

135 N Bellefield Ave

Pittsburgh, PA 15260

United States

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PEAD.txt: Post-Earnings-Announcement Drift Using Text

Number of pages: 67 Posted: 22 Apr 2021 Last Revised: 13 Jan 2022
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Tepper School of Business, Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Pittsburgh
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Abstract:

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PEAD, Machine Learning, NLP, Text Analysis