Code for Hedging via Opinion-based Pair Trading Strategy
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Updated
Nov 22, 2022 - Python
Code for Hedging via Opinion-based Pair Trading Strategy
Replication of tables of Financial Social Media Information, Stock Returns and Anomalies in Stata, R and Python with Menghan Wang, Xiyu Wang and Yan Liu. Add table 8 to indicate the relationship between attention and return to amplify the result as well.
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