War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets
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Using a semi-supervised topic model on 7,000,000 New York Times articles spanning 160 years, we test whether topics of media discourse predict future stock market excess returns to test rational and behavioral hypotheses about market valuation of disaster risk. Media discourse data address the
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美国国家经济研究局创建时间：
2023-05-01
