公共数据

Data Construction Methodology

Construction Method


Sample Data


References

  • Fuwei Jiang, Joshua Lee, Xiumin Martin, and Guofu Zhou. "Manager Sentiment and Stock Returns" Journal of Financial Economics 132(1), 2019,126-149.
  • Jiang Fuwei, Meng Lingchao, Tang Guohao. "Textual Media Sentiment and Stock Return Predictions" Economics (Quarterly) 2021, Vol. 21 No. 4.

Data Update Frequency

Updated periodically