A war-related factor model derived from textual analysis of media news reports explains the cross section of expected stock returns. Using a semi-supervised topic model to extract discourse topics ...
Abstract: Near-field radar cross section (RCS) measurement is an important method for determining the RCS of a target. For near-field RCS measurements, the distance between the target and the antenna ...
We propose a new non-linear single-factor asset pricing model. Despite its parsimony, this model represents exactly any non-linear model with an arbitrary number of factors and loadings – a ...
Baker, Malcolm, and Jeffrey Wurgler. "Investor Sentiment and the Cross Section of Stock Returns." Journal of Finance 61, no. 4 (August 2006): 1645–1680.
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