Predicting standardized absolute returns using rolling-sample textual modelling

• Ka Kit Tang,

  Roles Data curation, Formal analysis, Methodology, Software, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, Hong Kong, Hong Kong

  https://orcid.org/0000-0001-6864-2120

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• Ka Ching Li,

  Roles Conceptualization, Data curation, Formal analysis, Methodology, Writing – original draft, Writing – review & editing

  Affiliation Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, Hong Kong, Hong Kong

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• Mike K. P. So

  Roles Conceptualization, Methodology, Writing – original draft, Writing – review & editing

  * E-mail: immkpso@ust.hk

  Affiliation Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, Hong Kong, Hong Kong

  https://orcid.org/0000-0003-0781-8166

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